+179.1%
IHAK vs VT
+144.8%
+34.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.7% |
| 7D | +1.7% | +2.9% | -1.1% | -0.9% |
| 30D | -4.2% | -2.5% | -1.6% | -1.6% |
| 3M | +2.5% | -3.3% | +5.9% | +6.0% |
| 6M | +33.8% | +1.5% | +32.3% | +32.0% |
| YTD | +42.0% | +11.4% | +30.7% | +27.9% |
| 1Y | +32.9% | +11.9% | +21.0% | +19.0% |
| 3Y | +76.7% | +73.9% | +2.8% | +4.4% |
| 5Y | +42.4% | +57.9% | -15.5% | -8.1% |
| All | +179.1% | +144.8% | +34.3% | +25.2% |
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