+29.6%
VG vs IJH
+7.0%
+22.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.1% |
| 7D | +1.7% | +0.1% | +1.6% | +2.2% |
| 30D | +16.0% | -1.5% | +17.5% | +12.1% |
| 3M | +9.7% | +0.8% | +9.0% | +13.6% |
| 6M | +29.6% | +7.6% | +22.0% | +68.7% |
| All | +29.6% | +7.0% | +22.5% | +68.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling