+349.1%
VT vs IJH
+462.2%
-113.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.3% |
| 7D | -2.3% | -1.7% | -0.7% | -0.9% |
| 30D | -5.0% | -0.9% | -4.1% | -4.2% |
| 3M | -4.9% | -5.8% | +0.9% | -0.1% |
| 6M | -1.5% | -2.8% | +1.3% | +0.8% |
| YTD | +8.5% | +10.1% | -1.6% | 0.0% |
| 1Y | +11.4% | +13.8% | -2.5% | -0.2% |
| 3Y | +70.1% | +53.2% | +16.9% | +17.2% |
| 5Y | +53.7% | +33.6% | +20.1% | +17.6% |
| 10Y | +220.0% | +183.0% | +37.0% | +21.8% |
| All | +349.1% | +462.2% | -113.1% | -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