-50.2%
IHS vs VOO
+86.2%
-136.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.7% |
| 7D | 0.0% | -0.8% | +0.8% | +0.7% |
| 30D | +1.7% | -1.1% | +2.8% | +2.6% |
| 3M | +2.2% | +3.9% | -1.7% | -1.5% |
| 6M | +4.1% | +13.6% | -9.6% | -8.0% |
| YTD | +13.5% | +12.7% | +0.8% | +1.3% |
| 1Y | +15.6% | +17.6% | -2.0% | -0.6% |
| 3Y | +59.5% | +77.3% | -17.8% | -7.4% |
| All | -50.2% | +86.2% | -136.4% | -72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling