+17.4%
IJH vs VTR
+22.5%
-5.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.6% |
| 7D | +1.7% | +10.0% | -8.3% | +1.6% |
| 30D | +1.2% | +9.6% | -8.4% | +1.1% |
| 3M | -3.4% | -1.2% | -2.2% | -3.5% |
| 6M | +3.7% | +2.8% | +0.9% | +4.0% |
| YTD | +13.9% | +17.4% | -3.5% | +15.1% |
| 1Y | +17.4% | +22.0% | -4.6% | +19.2% |
| All | +17.4% | +22.5% | -5.0% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling