+321.7%
VWO vs IJH
+650.3%
-328.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.1% |
| 7D | -1.8% | -1.9% | +0.1% | 0.0% |
| 30D | -0.1% | -4.6% | +4.5% | +4.4% |
| 3M | +2.2% | -1.2% | +3.4% | +3.3% |
| 6M | +8.8% | +9.4% | -0.7% | 0.0% |
| YTD | +12.4% | +13.3% | -0.9% | -0.1% |
| 1Y | +15.6% | +13.4% | +2.2% | +2.4% |
| 3Y | +62.5% | +50.4% | +12.1% | +6.4% |
| 5Y | +34.3% | +49.0% | -14.7% | -14.5% |
| 10Y | +114.8% | +182.6% | -67.8% | -37.4% |
| All | +321.7% | +650.3% | -328.7% | -59.5% |
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