+164.1%
IHE vs VT
+223.7%
-59.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +1.1% |
| 7D | +2.6% | +0.4% | +2.2% | +2.3% |
| 30D | +9.6% | -2.6% | +12.2% | +11.5% |
| 3M | +7.3% | -3.2% | +10.6% | +9.7% |
| 6M | +26.2% | +0.9% | +25.2% | +24.7% |
| YTD | +30.5% | +11.3% | +19.1% | +20.1% |
| 1Y | +47.0% | +14.0% | +33.0% | +33.0% |
| 3Y | +103.5% | +75.8% | +27.7% | +33.2% |
| 5Y | +84.9% | +57.8% | +27.1% | +30.1% |
| 10Y | +164.1% | +219.8% | -55.7% | +7.4% |
| All | +164.1% | +223.7% | -59.6% | +7.4% |
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