+1,546.4%
VRTX vs IJH
+1,068.3%
+478.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.5% | -2.5% |
| 7D | -3.4% | +1.0% | -4.4% | -4.4% |
| 30D | +6.6% | -3.1% | +9.7% | +9.8% |
| 3M | +19.4% | +1.9% | +17.5% | +16.9% |
| 6M | +15.8% | +11.0% | +4.8% | +3.9% |
| YTD | +16.7% | +14.7% | +1.9% | +1.1% |
| 1Y | +33.8% | +15.6% | +18.2% | +14.7% |
| 3Y | +54.2% | +52.5% | +1.6% | -3.9% |
| 5Y | +176.4% | +49.1% | +127.3% | +67.0% |
| 10Y | +443.5% | +177.7% | +265.9% | +44.0% |
| All | +1,546.4% | +1,068.3% | +478.1% | -44.0% |
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