-2.3%
IHT vs VT
+356.1%
-358.4%
-91.2%
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 | -9.0% | -1.6% | -7.4% | -8.9% |
| 30D | -23.5% | -2.5% | -21.0% | -23.3% |
| 3M | -38.0% | -1.3% | -36.7% | -38.0% |
| 6M | -9.8% | +3.1% | -12.9% | -10.1% |
| YTD | -23.9% | +10.9% | -34.9% | -24.6% |
| 1Y | -35.5% | +12.1% | -47.6% | -36.1% |
| 3Y | -13.2% | +73.9% | -87.1% | -16.5% |
| 5Y | -72.6% | +58.0% | -130.6% | -73.6% |
| 10Y | -46.0% | +225.5% | -271.4% | -45.6% |
| All | -2.3% | +356.1% | -358.4% | +11.8% |
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