+165.3%
IHDG vs VT
+221.4%
-56.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -0.3% | +1.0% | -1.3% | -1.1% |
| 30D | -2.1% | -0.2% | -1.9% | -2.0% |
| 3M | +4.5% | +4.5% | 0.0% | +0.8% |
| 6M | +9.1% | +14.1% | -5.0% | -2.0% |
| YTD | +9.7% | +14.8% | -5.0% | -1.9% |
| 1Y | +18.5% | +21.2% | -2.7% | +1.4% |
| 3Y | +41.2% | +76.6% | -35.4% | -10.7% |
| 5Y | +42.3% | +66.6% | -24.3% | -6.2% |
| 10Y | +165.3% | +222.3% | -57.0% | +0.8% |
| All | +165.3% | +221.4% | -56.1% | +0.8% |
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