+360.8%
VT vs IJH
+479.9%
-119.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | 0.0% |
| 7D | +0.4% | +0.6% | -0.3% | -0.1% |
| 30D | -2.6% | +1.3% | -3.9% | -3.6% |
| 3M | -3.2% | -4.1% | +0.8% | +0.1% |
| 6M | +0.9% | +1.1% | -0.2% | 0.0% |
| YTD | +11.3% | +13.6% | -2.3% | 0.0% |
| 1Y | +14.0% | +16.0% | -2.0% | +0.5% |
| 3Y | +75.8% | +60.9% | +14.9% | +16.3% |
| 5Y | +57.8% | +37.9% | +19.9% | +17.6% |
| 10Y | +219.8% | +180.1% | +39.7% | +23.2% |
| All | +360.8% | +479.9% | -119.2% | -11.3% |
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 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