+1,197.0%
VST vs IJH
+177.6%
+1,019.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -1.8% |
| 7D | +2.0% | -2.5% | +4.5% | +4.3% |
| 30D | +1.5% | -5.0% | +6.5% | +6.3% |
| 3M | +6.3% | +0.5% | +5.8% | +5.8% |
| 6M | -10.3% | +8.2% | -18.5% | -16.1% |
| YTD | -8.6% | +12.5% | -21.0% | -17.1% |
| 1Y | -29.3% | +14.4% | -43.7% | -36.9% |
| 3Y | +344.9% | +49.5% | +295.4% | +231.2% |
| 5Y | +774.8% | +47.8% | +727.0% | +546.8% |
| All | +1,197.0% | +177.6% | +1,019.4% | +475.2% |
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