+216.9%
ICHR vs VT
+201.4%
+15.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.2% | +10.2% | +10.0% |
| 7D | -20.4% | -2.3% | -18.1% | -15.5% |
| 30D | -49.1% | -5.0% | -44.2% | -42.1% |
| 3M | -52.6% | -4.9% | -47.7% | -45.9% |
| 6M | -57.3% | -1.5% | -55.8% | -53.3% |
| YTD | +68.0% | +8.5% | +59.5% | +53.7% |
| 1Y | +105.2% | +11.4% | +93.8% | +79.0% |
| 3Y | +21.1% | +70.1% | -49.0% | -49.3% |
| 5Y | -34.2% | +53.7% | -87.9% | -63.8% |
| All | +216.9% | +201.4% | +15.5% | -49.4% |
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