+225.2%
IJH vs VTEB
+25.5%
+199.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -1.9% | -0.9% | -0.9% | -1.1% |
| 30D | -4.6% | -2.5% | -2.1% | -2.6% |
| 3M | -1.2% | -3.0% | +1.8% | +1.4% |
| 6M | +9.4% | -2.1% | +11.5% | +11.5% |
| YTD | +13.3% | -1.5% | +14.8% | +14.9% |
| 1Y | +13.4% | +0.2% | +13.2% | +13.4% |
| 3Y | +50.4% | +8.6% | +41.9% | +40.8% |
| 5Y | +49.0% | +1.2% | +47.8% | +46.5% |
| 10Y | +182.6% | +18.1% | +164.5% | +211.5% |
| All | +225.2% | +25.5% | +199.7% | +311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VTEB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling