-38.0%
VG vs IJH
+17.3%
-55.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.8% | +2.6% |
| 7D | -2.5% | +1.0% | -3.5% | -3.3% |
| 30D | +11.1% | -3.1% | +14.2% | +13.7% |
| 3M | +14.9% | +1.9% | +12.9% | +11.2% |
| 6M | +18.4% | +11.0% | +7.4% | 0.0% |
| YTD | +116.6% | +14.7% | +101.8% | +72.1% |
| 1Y | +9.4% | +15.6% | -6.2% | -13.3% |
| All | -38.0% | +17.3% | -55.3% | -45.7% |
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