+589.7%
IHF vs VOO
+807.8%
-218.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -1.6% | -0.4% | -1.2% | -1.3% |
| 30D | -1.0% | -1.4% | +0.4% | +0.2% |
| 3M | +6.8% | +3.7% | +3.1% | +3.3% |
| 6M | +26.8% | +13.0% | +13.8% | +13.8% |
| YTD | +18.8% | +12.4% | +6.4% | +7.0% |
| 1Y | +18.2% | +18.6% | -0.4% | +1.7% |
| 3Y | +18.5% | +78.1% | -59.6% | -30.3% |
| 5Y | +11.2% | +82.3% | -71.1% | -36.9% |
| 10Y | +158.7% | +322.5% | -163.8% | -34.6% |
| All | +589.7% | +807.8% | -218.2% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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