+1,216.9%
VST vs IJH
+185.1%
+1,031.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +8.9% | +0.1% | +8.8% | +8.8% |
| 30D | +6.2% | -1.5% | +7.7% | +7.7% |
| 3M | -2.7% | +0.8% | -3.5% | -3.3% |
| 6M | -8.4% | +7.6% | -15.9% | -13.8% |
| YTD | -7.2% | +15.5% | -22.7% | -17.8% |
| 1Y | -20.9% | +16.9% | -37.8% | -30.7% |
| 3Y | +384.0% | +48.1% | +335.9% | +261.4% |
| 5Y | +757.1% | +47.8% | +709.3% | +531.9% |
| All | +1,216.9% | +185.1% | +1,031.7% | +470.2% |
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 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