+477.1%
ICHR vs VT
+220.5%
+256.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.8% | +6.8% |
| 7D | +1.7% | +0.4% | +1.2% | +0.7% |
| 30D | -14.0% | +1.0% | -15.0% | -15.5% |
| 3M | -20.7% | +2.4% | -23.0% | -22.2% |
| 6M | +20.9% | +12.0% | +8.9% | -0.2% |
| YTD | +205.9% | +15.3% | +190.6% | +140.1% |
| 1Y | +241.1% | +22.6% | +218.5% | +144.0% |
| 3Y | +52.0% | +74.7% | -22.7% | -41.4% |
| 5Y | +20.9% | +66.1% | -45.3% | -44.5% |
| All | +477.1% | +220.5% | +256.6% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling