+21.9%
IJT vs VT
+57.4%
-35.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +0.2% |
| 7D | +0.7% | +0.4% | +0.3% | +0.3% |
| 30D | +2.3% | -2.6% | +4.9% | +5.4% |
| 3M | -5.8% | -3.2% | -2.5% | -2.2% |
| 6M | +2.1% | +0.9% | +1.1% | +0.8% |
| YTD | +18.5% | +11.3% | +7.2% | +4.3% |
| 1Y | +20.0% | +14.0% | +6.0% | +2.8% |
| 3Y | +62.0% | +75.8% | -13.8% | -15.3% |
| 5Y | +21.9% | +57.8% | -35.9% | -26.6% |
| All | +21.9% | +57.4% | -35.4% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling