+456.8%
IJS vs VT
+371.8%
+85.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.5% |
| 7D | +0.7% | +1.0% | -0.3% | -0.3% |
| 30D | -2.2% | -0.2% | -2.0% | -2.0% |
| 3M | +4.2% | +4.5% | -0.4% | -0.7% |
| 6M | +15.3% | +14.1% | +1.2% | +0.3% |
| YTD | +20.4% | +14.8% | +5.6% | +4.0% |
| 1Y | +24.6% | +21.2% | +3.4% | +2.0% |
| 3Y | +54.9% | +76.6% | -21.7% | -12.9% |
| 5Y | +46.9% | +66.6% | -19.7% | -12.3% |
| 10Y | +152.6% | +222.3% | -69.6% | -20.9% |
| All | +456.8% | +371.8% | +85.0% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling