+2,263.5%
VGT vs IJH
+768.2%
+1,495.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.5% |
| 7D | -0.2% | -1.9% | +1.7% | +1.5% |
| 30D | -0.4% | -4.6% | +4.2% | +3.8% |
| 3M | +4.4% | -1.2% | +5.6% | +5.7% |
| 6M | +32.1% | +9.4% | +22.7% | +22.5% |
| YTD | +28.8% | +13.3% | +15.4% | +15.8% |
| 1Y | +35.3% | +13.4% | +22.0% | +21.6% |
| 3Y | +124.8% | +50.4% | +74.3% | +57.9% |
| 5Y | +137.9% | +49.0% | +89.0% | +70.1% |
| 10Y | +814.2% | +182.6% | +631.7% | +270.3% |
| All | +2,263.5% | +768.2% | +1,495.3% | +258.0% |
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 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