+1,054.0%
IJH vs VTRS
+80.8%
+973.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -1.9% | -2.2% | +0.3% | -1.3% |
| 30D | -4.6% | +3.3% | -8.0% | -5.5% |
| 3M | -1.2% | +2.0% | -3.1% | -2.0% |
| 6M | +9.4% | +19.9% | -10.5% | +3.4% |
| YTD | +13.3% | +35.7% | -22.4% | +3.1% |
| 1Y | +13.4% | +68.1% | -54.7% | -3.1% |
| 3Y | +50.4% | +87.1% | -36.6% | +22.0% |
| 5Y | +49.0% | +47.6% | +1.3% | +25.7% |
| 10Y | +182.6% | -48.2% | +230.8% | +190.6% |
| All | +1,054.0% | +80.8% | +973.2% | +618.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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