+52.0%
V vs IJH
+48.6%
+3.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -3.0% | -2.5% | -0.6% | -1.9% |
| 30D | +1.2% | -5.0% | +6.2% | +3.6% |
| 3M | +13.9% | +0.5% | +13.4% | +13.3% |
| 6M | +17.2% | +8.2% | +9.0% | +12.0% |
| YTD | +5.3% | +12.5% | -7.1% | -1.5% |
| 1Y | +9.5% | +14.4% | -4.9% | +1.3% |
| All | +52.0% | +48.6% | +3.4% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling