+219.2%
VT vs IJH
+177.5%
+41.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.2% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -3.1% | +1.0% | -4.0% | -3.7% |
| 3M | -3.5% | -4.1% | +0.6% | -0.5% |
| 6M | +0.5% | +0.7% | -0.3% | -0.1% |
| YTD | +10.8% | +13.2% | -2.4% | +1.0% |
| 1Y | +11.9% | +14.9% | -3.0% | +0.8% |
| 3Y | +73.0% | +58.4% | +14.6% | +21.3% |
| 5Y | +58.6% | +38.7% | +19.9% | +21.8% |
| 10Y | +219.2% | +177.9% | +41.3% | +49.8% |
| All | +219.2% | +177.5% | +41.6% | +49.8% |
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