+2,545.5%
VRT vs IJH
+113.4%
+2,432.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.1% | -8.5% | -8.3% |
| 7D | +2.4% | -0.7% | +3.1% | +3.5% |
| 30D | -2.7% | -3.8% | +1.2% | +2.3% |
| 3M | -9.2% | 0.0% | -9.2% | -8.1% |
| 6M | -0.5% | +8.8% | -9.3% | -8.0% |
| YTD | +62.3% | +13.5% | +48.8% | +43.5% |
| 1Y | +109.6% | +15.4% | +94.2% | +82.7% |
| 3Y | +573.1% | +50.9% | +522.2% | +360.7% |
| 5Y | +953.6% | +47.8% | +905.8% | +670.6% |
| All | +2,545.5% | +113.4% | +2,432.1% | +1,159.3% |
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