+120.6%
VLO vs IJH
+17.8%
+102.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -5.6% |
| 7D | -6.0% | +1.7% | -7.6% | -5.6% |
| 30D | -12.9% | +1.2% | -14.1% | -12.6% |
| 3M | +18.3% | -3.4% | +21.8% | +17.6% |
| 6M | +46.4% | +3.7% | +42.8% | +47.6% |
| YTD | +127.7% | +13.9% | +113.8% | +123.3% |
| 1Y | +120.6% | +17.4% | +103.2% | +112.9% |
| All | +120.6% | +17.8% | +102.8% | +112.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling