+13.8%
IHF vs VT
+57.0%
-43.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +2.0% | +2.4% | -0.4% | +0.6% |
| 30D | +3.5% | -1.5% | +5.0% | +4.3% |
| 3M | +6.4% | -4.1% | +10.5% | +8.7% |
| 6M | +17.1% | +0.6% | +16.5% | +16.2% |
| YTD | +26.8% | +11.0% | +15.8% | +18.3% |
| 1Y | +26.6% | +13.3% | +13.2% | +16.6% |
| 3Y | +25.3% | +73.4% | -48.1% | -12.9% |
| All | +13.8% | +57.0% | -43.2% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling