+297.8%
VTI vs IJH
+184.0%
+113.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.2% |
| 7D | -0.9% | -1.9% | +1.0% | +0.6% |
| 30D | -1.4% | -4.6% | +3.2% | +2.3% |
| 3M | +3.6% | -1.2% | +4.8% | +4.5% |
| 6M | +13.6% | +9.4% | +4.2% | +5.6% |
| YTD | +12.9% | +13.3% | -0.4% | +1.9% |
| 1Y | +17.2% | +13.4% | +3.8% | +5.6% |
| 3Y | +75.7% | +50.4% | +25.2% | +25.0% |
| 5Y | +75.4% | +49.0% | +26.5% | +25.3% |
| All | +297.8% | +184.0% | +113.7% | +71.3% |
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