-34.8%
VG vs IJH
+14.9%
-49.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.1% |
| 7D | +7.0% | -2.5% | +9.5% | +9.0% |
| 30D | +17.2% | -5.0% | +22.3% | +21.8% |
| 3M | +16.8% | +0.5% | +16.3% | +14.2% |
| 6M | +36.3% | +8.2% | +28.1% | +18.0% |
| YTD | +127.9% | +12.5% | +115.4% | +83.8% |
| 1Y | +11.7% | +14.4% | -2.7% | -11.5% |
| All | -34.8% | +14.9% | -49.7% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling