+57.3%
IJUL vs VT
+135.9%
-78.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.2% | +2.4% | -1.2% | 0.0% |
| 30D | +0.7% | -1.5% | +2.3% | +1.5% |
| 3M | -2.4% | -4.1% | +1.7% | -0.4% |
| 6M | +3.1% | +0.6% | +2.5% | +2.6% |
| YTD | +7.9% | +11.0% | -3.2% | +2.1% |
| 1Y | +9.7% | +13.3% | -3.7% | +2.8% |
| 3Y | +41.6% | +73.4% | -31.7% | +7.0% |
| 5Y | +46.2% | +57.4% | -11.2% | +14.4% |
| All | +57.3% | +135.9% | -78.6% | -3.2% |
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