+194.0%
IDHQ vs VT
+221.8%
-27.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | +1.4% | +2.4% | -1.0% | -0.7% |
| 30D | +1.7% | -1.5% | +3.2% | +3.0% |
| 3M | -3.3% | -4.1% | +0.9% | +0.4% |
| 6M | +9.2% | +0.6% | +8.7% | +8.9% |
| YTD | +27.5% | +11.0% | +16.4% | +16.9% |
| 1Y | +29.9% | +13.3% | +16.5% | +17.0% |
| 3Y | +79.6% | +73.4% | +6.2% | +11.6% |
| 5Y | +56.3% | +57.4% | -1.2% | +5.1% |
| All | +194.0% | +221.8% | -27.8% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling