+13.8%
VRT vs IJH
+17.8%
-4.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.6% | -13.5% | -14.3% |
| 7D | -15.4% | +1.7% | -17.1% | -18.7% |
| 30D | -19.0% | +1.2% | -20.2% | -21.1% |
| 3M | -23.8% | -3.4% | -20.4% | -17.1% |
| 6M | -37.9% | +3.7% | -41.5% | -40.5% |
| YTD | +27.0% | +13.9% | +13.1% | 0.0% |
| 1Y | +13.8% | +17.4% | -3.6% | -13.8% |
| All | +13.8% | +17.8% | -4.0% | -13.8% |
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