+164.8%
IJS vs VT
+226.2%
-61.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | +0.6% | -1.6% | +2.2% | +2.3% |
| 30D | +2.1% | -2.5% | +4.6% | +4.8% |
| 3M | -3.2% | -1.3% | -1.9% | -2.0% |
| 6M | +3.8% | +3.1% | +0.7% | 0.0% |
| YTD | +18.3% | +10.9% | +7.3% | +4.9% |
| 1Y | +22.3% | +12.1% | +10.2% | +7.4% |
| 3Y | +56.3% | +73.9% | -17.6% | -13.9% |
| 5Y | +32.8% | +58.0% | -25.2% | -18.8% |
| All | +164.8% | +226.2% | -61.5% | -22.9% |
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