+177.4%
IXJ vs VT
+214.8%
-37.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +0.6% |
| 7D | +1.0% | -4.2% | +5.2% | +4.0% |
| 30D | +11.4% | -5.8% | +17.2% | +16.0% |
| 3M | +11.7% | -5.2% | +16.9% | +15.8% |
| 6M | +23.3% | +0.1% | +23.2% | +22.4% |
| YTD | +16.9% | +8.2% | +8.7% | +9.5% |
| 1Y | +25.0% | +10.1% | +14.9% | +15.6% |
| 3Y | +45.3% | +69.7% | -24.3% | -3.3% |
| 5Y | +38.5% | +53.4% | -14.9% | -1.2% |
| All | +177.4% | +214.8% | -37.4% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling