+2,486.9%
VRT vs IJH
+113.1%
+2,373.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +2.7% |
| 7D | -8.4% | -1.9% | -6.5% | -6.1% |
| 30D | -10.9% | -4.6% | -6.2% | -5.3% |
| 3M | -13.7% | -1.2% | -12.5% | -11.4% |
| 6M | -4.1% | +9.4% | -13.5% | -11.8% |
| YTD | +58.7% | +13.3% | +45.4% | +40.7% |
| 1Y | +89.6% | +13.4% | +76.2% | +68.9% |
| 3Y | +558.1% | +50.4% | +507.7% | +352.5% |
| 5Y | +953.0% | +49.0% | +904.0% | +666.6% |
| All | +2,486.9% | +113.1% | +2,373.8% | +1,134.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling