+174.0%
IHE vs VT
+215.5%
-41.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.8% |
| 7D | -0.9% | -2.3% | +1.4% | +0.7% |
| 30D | +7.3% | -5.0% | +12.2% | +11.0% |
| 3M | +4.3% | -4.9% | +9.2% | +7.8% |
| 6M | +19.0% | -1.5% | +20.5% | +19.6% |
| YTD | +26.8% | +8.5% | +18.3% | +18.8% |
| 1Y | +41.6% | +11.4% | +30.2% | +30.1% |
| 3Y | +93.1% | +70.1% | +23.0% | +29.4% |
| 5Y | +79.1% | +53.7% | +25.4% | +28.3% |
| All | +174.0% | +215.5% | -41.5% | +11.1% |
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 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