+535.3%
VRT vs IJH
+48.6%
+486.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -4.0% |
| 7D | -7.7% | -2.5% | -5.2% | -3.3% |
| 30D | -12.0% | -5.0% | -6.9% | -3.2% |
| 3M | -11.7% | +0.5% | -12.2% | -10.9% |
| 6M | -8.1% | +8.2% | -16.3% | -17.2% |
| YTD | +53.2% | +12.4% | +40.8% | +30.0% |
| 1Y | +81.7% | +14.4% | +67.3% | +50.6% |
| All | +535.3% | +48.6% | +486.7% | +307.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling