-35.6%
IHT vs VT
+224.5%
-260.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +4.6% | +0.4% | +4.2% | +4.4% |
| 30D | -20.9% | +1.0% | -21.9% | -21.3% |
| 3M | -11.1% | +2.4% | -13.5% | -12.2% |
| 6M | +32.0% | +12.0% | +20.0% | +25.5% |
| YTD | +2.4% | +15.3% | -12.9% | -3.9% |
| 1Y | -22.0% | +22.6% | -44.6% | -28.4% |
| 3Y | -12.9% | +74.7% | -87.6% | -31.3% |
| 5Y | -63.3% | +66.1% | -129.4% | -70.4% |
| All | -35.6% | +224.5% | -260.1% | -61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling