+10,833.3%
VLO vs IJH
+1,068.3%
+9,765.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +4.0% |
| 7D | +5.8% | +1.0% | +4.7% | +4.6% |
| 30D | +28.3% | -3.1% | +31.5% | +32.7% |
| 3M | +48.7% | +1.9% | +46.8% | +44.8% |
| 6M | +71.9% | +11.0% | +60.9% | +49.9% |
| YTD | +138.7% | +14.7% | +123.9% | +100.6% |
| 1Y | +148.5% | +15.6% | +132.9% | +106.4% |
| 3Y | +192.7% | +52.5% | +140.1% | +76.5% |
| 5Y | +601.6% | +49.1% | +552.6% | +319.2% |
| 10Y | +900.2% | +177.7% | +722.5% | +216.4% |
| All | +10,833.3% | +1,068.3% | +9,765.1% | +1,081.5% |
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