+794.2%
IVV vs IJH
+1,075.9%
-281.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.1% | -1.5% | +1.6% | +1.3% |
| 3M | +2.0% | +0.8% | +1.2% | +1.3% |
| 6M | +13.0% | +7.6% | +5.5% | +6.3% |
| YTD | +13.6% | +15.5% | -1.9% | +0.7% |
| 1Y | +20.1% | +16.9% | +3.2% | +5.2% |
| 3Y | +77.6% | +48.1% | +29.5% | +26.7% |
| 5Y | +82.5% | +47.8% | +34.7% | +29.3% |
| 10Y | +316.5% | +178.6% | +138.0% | +68.6% |
| All | +794.2% | +1,075.9% | -281.7% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling