+588.7%
VLO vs IJH
+48.0%
+540.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.8% |
| 7D | +5.3% | -1.9% | +7.2% | +6.6% |
| 30D | +18.2% | -4.6% | +22.9% | +22.0% |
| 3M | +53.3% | -1.2% | +54.5% | +54.1% |
| 6M | +70.4% | +9.4% | +61.0% | +57.6% |
| YTD | +143.4% | +13.3% | +130.0% | +118.8% |
| 1Y | +153.0% | +13.4% | +139.6% | +127.1% |
| 3Y | +195.0% | +50.4% | +144.5% | +114.3% |
| All | +588.7% | +48.0% | +540.7% | +403.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling