+230.3%
VT vs IJH
+179.8%
+50.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | +1.0% | +1.0% | 0.0% | +0.3% |
| 30D | -0.2% | -3.1% | +2.9% | +2.1% |
| 3M | +4.5% | +1.9% | +2.6% | +3.1% |
| 6M | +14.1% | +11.0% | +3.1% | +5.6% |
| YTD | +14.8% | +14.7% | 0.0% | +3.6% |
| 1Y | +21.2% | +15.6% | +5.6% | +8.6% |
| 3Y | +76.6% | +52.5% | +24.0% | +27.3% |
| 5Y | +66.6% | +49.1% | +17.5% | +21.2% |
| All | +230.3% | +179.8% | +50.5% | +46.3% |
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 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