+82.6%
IVV vs IJH
+45.7%
+36.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.1% |
| 7D | -2.0% | -2.5% | +0.5% | -0.1% |
| 30D | -1.6% | -5.0% | +3.4% | +2.3% |
| 3M | +4.8% | +0.5% | +4.2% | +4.3% |
| 6M | +12.6% | +8.2% | +4.3% | +5.8% |
| YTD | +11.8% | +12.4% | -0.7% | +1.9% |
| 1Y | +17.6% | +14.4% | +3.2% | +5.6% |
| 3Y | +77.0% | +49.5% | +27.5% | +27.2% |
| 5Y | +82.6% | +47.8% | +34.8% | +30.5% |
| All | +82.6% | +45.7% | +36.9% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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