+625.8%
IHF vs VT
+374.2%
+251.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.0% | +0.4% | +0.6% | +0.6% |
| 30D | +1.5% | +1.0% | +0.6% | +0.8% |
| 3M | +11.4% | +2.4% | +9.0% | +9.0% |
| 6M | +25.7% | +12.0% | +13.7% | +14.5% |
| YTD | +20.3% | +15.3% | +4.9% | +6.9% |
| 1Y | +22.6% | +22.6% | 0.0% | +3.9% |
| 3Y | +19.6% | +74.7% | -55.0% | -24.2% |
| 5Y | +10.9% | +66.1% | -55.3% | -27.5% |
| 10Y | +158.8% | +225.0% | -66.2% | +0.9% |
| All | +625.8% | +374.2% | +251.7% | +94.8% |
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