-46.6%
VG vs IJH
+16.7%
-63.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +4.9% |
| 7D | +5.5% | +0.2% | +5.3% | +5.4% |
| 30D | -3.6% | +2.1% | -5.7% | -5.2% |
| 3M | -4.0% | -3.6% | -0.4% | -1.5% |
| 6M | +9.4% | +1.8% | +7.5% | +5.3% |
| YTD | +86.6% | +14.1% | +72.5% | +48.7% |
| 1Y | +69.5% | +15.9% | +53.6% | +31.4% |
| All | -46.6% | +16.7% | -63.3% | -53.1% |
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