+565.1%
IHI vs VT
+356.5%
+208.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +0.7% | +2.4% | -1.6% | -1.1% |
| 30D | +10.1% | -1.5% | +11.6% | +11.3% |
| 3M | +3.6% | -4.1% | +7.7% | +6.9% |
| 6M | +20.0% | +0.6% | +19.4% | +18.7% |
| YTD | -6.3% | +11.0% | -17.3% | -14.5% |
| 1Y | -7.4% | +13.3% | -20.7% | -16.9% |
| 3Y | +26.1% | +73.4% | -47.3% | -19.7% |
| 5Y | -8.6% | +57.4% | -66.0% | -37.1% |
| 10Y | +168.6% | +221.7% | -53.1% | +7.5% |
| All | +565.1% | +356.5% | +208.6% | +89.5% |
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 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