+209.6%
IHDG vs VT
+250.2%
-40.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | -0.6% | +0.4% | -1.1% | -1.0% |
| 30D | -0.5% | +1.0% | -1.5% | -1.3% |
| 3M | +4.2% | +2.4% | +1.8% | +2.1% |
| 6M | +7.4% | +12.0% | -4.7% | -2.3% |
| YTD | +10.9% | +15.3% | -4.4% | -1.5% |
| 1Y | +20.5% | +22.6% | -2.1% | +1.7% |
| 3Y | +41.7% | +74.7% | -33.0% | -10.7% |
| 5Y | +43.3% | +66.1% | -22.8% | -6.5% |
| 10Y | +167.7% | +225.0% | -57.3% | -4.0% |
| All | +209.6% | +250.2% | -40.6% | +5.6% |
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