+43.3%
IJUL vs VT
+76.6%
-33.3%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +0.8% | +1.0% | -0.2% | +0.2% |
| 30D | -0.2% | -0.2% | +0.1% | 0.0% |
| 3M | +4.6% | +4.5% | +0.1% | +2.1% |
| 6M | +9.1% | +14.1% | -5.0% | +1.5% |
| YTD | +10.2% | +14.8% | -4.5% | +2.2% |
| 1Y | +13.5% | +21.2% | -7.7% | +2.2% |
| 3Y | +43.3% | +76.6% | -33.2% | +3.6% |
| All | +43.3% | +76.6% | -33.3% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling