+169.7%
VEA vs IJH
+460.8%
-291.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.4% |
| 7D | -1.5% | -1.9% | +0.4% | +0.1% |
| 30D | -0.8% | -4.6% | +3.8% | +3.1% |
| 3M | +2.5% | -1.2% | +3.6% | +3.5% |
| 6M | +11.1% | +9.4% | +1.7% | +3.5% |
| YTD | +17.2% | +13.3% | +3.8% | +6.0% |
| 1Y | +24.5% | +13.4% | +11.1% | +12.4% |
| 3Y | +75.4% | +50.4% | +25.0% | +23.2% |
| 5Y | +61.1% | +49.0% | +12.1% | +12.1% |
| 10Y | +163.1% | +182.6% | -19.5% | -1.0% |
| All | +169.7% | +460.8% | -291.0% | -47.9% |
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 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