+467.0%
IJS vs VOO
+775.2%
-308.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | +1.2% |
| 7D | -2.3% | -4.7% | +2.4% | +2.6% |
| 30D | +0.2% | -5.9% | +6.1% | +6.6% |
| 3M | -5.3% | -4.5% | -0.8% | -0.8% |
| 6M | +2.0% | +1.9% | +0.2% | -0.3% |
| YTD | +16.2% | +8.4% | +7.8% | +6.2% |
| 1Y | +19.5% | +9.5% | +10.1% | +8.2% |
| 3Y | +53.6% | +75.3% | -21.7% | -15.2% |
| 5Y | +28.1% | +67.9% | -39.8% | -26.3% |
| 10Y | +160.2% | +314.4% | -154.3% | -45.4% |
| All | +467.0% | +775.2% | -308.2% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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