+162.5%
IJJ vs VT
+226.9%
-64.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.3% |
| 7D | -2.5% | -2.0% | -0.5% | -0.3% |
| 30D | -4.2% | -1.4% | -2.7% | -2.6% |
| 3M | +1.3% | +4.7% | -3.4% | -4.0% |
| 6M | +8.9% | +11.4% | -2.5% | -4.0% |
| YTD | +10.2% | +13.1% | -2.8% | -4.6% |
| 1Y | +12.4% | +19.0% | -6.7% | -8.2% |
| 3Y | +45.4% | +73.9% | -28.5% | -22.8% |
| 5Y | +51.4% | +65.4% | -14.0% | -14.7% |
| All | +162.5% | +226.9% | -64.4% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling