-39.3%
VG vs IJH
+18.0%
-57.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | +16.0% | -1.5% | +17.5% | +17.1% |
| 3M | +9.7% | +0.8% | +9.0% | +7.7% |
| 6M | +29.6% | +7.6% | +22.0% | +15.3% |
| YTD | +112.0% | +15.5% | +96.5% | +67.6% |
| 1Y | +12.8% | +16.9% | -4.1% | -11.7% |
| All | -39.3% | +18.0% | -57.4% | -47.1% |
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 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