+522.7%
IXJ vs VT
+363.9%
+158.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.0% |
| 7D | +5.6% | -0.3% | +5.9% | +5.9% |
| 30D | +13.9% | -1.4% | +15.3% | +14.9% |
| 3M | +15.7% | -1.4% | +17.1% | +16.7% |
| 6M | +26.7% | +5.5% | +21.3% | +21.5% |
| YTD | +19.7% | +12.8% | +6.8% | +9.4% |
| 1Y | +28.3% | +15.4% | +12.9% | +15.5% |
| 3Y | +48.7% | +76.9% | -28.2% | -1.3% |
| 5Y | +40.2% | +60.4% | -20.2% | -1.3% |
| 10Y | +189.4% | +232.8% | -43.3% | +22.2% |
| All | +522.7% | +363.9% | +158.8% | +100.6% |
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 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