+511.1%
IJT vs VT
+357.6%
+153.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +0.5% |
| 7D | +0.7% | +0.4% | +0.3% | +0.3% |
| 30D | +2.3% | -2.6% | +4.9% | +5.1% |
| 3M | -5.8% | -3.2% | -2.5% | -2.6% |
| 6M | +2.1% | +0.9% | +1.1% | +1.0% |
| YTD | +18.5% | +11.3% | +7.2% | +6.2% |
| 1Y | +20.0% | +14.0% | +6.0% | +5.0% |
| 3Y | +62.0% | +75.8% | -13.8% | -7.4% |
| 5Y | +21.9% | +57.8% | -35.9% | -21.8% |
| 10Y | +171.7% | +219.8% | -48.1% | -8.4% |
| All | +511.1% | +357.6% | +153.4% | +46.3% |
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