+1,395.6%
IHG vs VT
+374.2%
+1,021.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.5% | +0.4% | -1.9% | -2.0% |
| 30D | -0.1% | +1.0% | -1.0% | -1.2% |
| 3M | +0.1% | +2.4% | -2.3% | -3.1% |
| 6M | +20.0% | +12.0% | +8.0% | +4.8% |
| YTD | +15.0% | +15.3% | -0.3% | -3.0% |
| 1Y | +32.7% | +22.6% | +10.1% | +4.2% |
| 3Y | +121.9% | +74.7% | +47.3% | +15.0% |
| 5Y | +176.7% | +66.1% | +110.5% | +53.6% |
| 10Y | +301.9% | +225.0% | +76.9% | +8.6% |
| All | +1,395.6% | +374.2% | +1,021.5% | +196.9% |
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