+767.1%
IHE vs VT
+374.2%
+392.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.7% | +0.4% | +0.2% | +0.4% |
| 30D | +2.2% | +1.0% | +1.2% | +1.5% |
| 3M | +13.6% | +2.4% | +11.2% | +11.4% |
| 6M | +17.3% | +12.0% | +5.2% | +8.2% |
| YTD | +24.2% | +15.3% | +8.8% | +12.2% |
| 1Y | +49.5% | +22.6% | +27.0% | +29.5% |
| 3Y | +73.4% | +74.7% | -1.3% | +17.2% |
| 5Y | +74.4% | +66.1% | +8.2% | +20.5% |
| 10Y | +147.2% | +225.0% | -77.8% | +7.4% |
| All | +767.1% | +374.2% | +392.9% | +174.9% |
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