+210.3%
IDHQ vs VT
+355.4%
-145.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | +0.5% | -0.1% | +0.7% | +0.7% |
| 30D | +1.4% | -3.1% | +4.5% | +4.3% |
| 3M | -2.8% | -3.5% | +0.7% | +0.3% |
| 6M | +9.4% | +0.5% | +9.0% | +9.2% |
| YTD | +28.1% | +10.8% | +17.3% | +17.6% |
| 1Y | +30.5% | +11.9% | +18.6% | +18.7% |
| 3Y | +81.0% | +73.0% | +8.0% | +11.2% |
| 5Y | +58.0% | +58.6% | -0.7% | +4.6% |
| 10Y | +190.9% | +219.2% | -28.2% | +1.5% |
| All | +210.3% | +355.4% | -145.2% | -23.1% |
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