-23.6%
ICHR vs VT
+58.5%
-82.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | +0.6% |
| 7D | +32.3% | +2.9% | +29.4% | +23.6% |
| 30D | -28.1% | -2.5% | -25.6% | -21.5% |
| 3M | -46.4% | -3.3% | -43.1% | -40.0% |
| 6M | -49.4% | +1.5% | -50.9% | -48.2% |
| YTD | +101.1% | +11.4% | +89.8% | +69.7% |
| 1Y | +129.7% | +11.9% | +117.8% | +93.1% |
| 3Y | +55.7% | +73.9% | -18.2% | -43.4% |
| 5Y | -23.6% | +57.9% | -81.5% | -62.5% |
| All | -23.6% | +58.5% | -82.1% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling