+78.4%
IHY vs VT
+355.1%
-276.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | +0.2% | +1.0% | -0.7% | 0.0% |
| 3M | +0.6% | +2.4% | -1.8% | -0.1% |
| 6M | +1.4% | +12.0% | -10.6% | -1.7% |
| YTD | +1.9% | +15.3% | -13.4% | -2.0% |
| 1Y | +3.7% | +22.6% | -18.9% | -1.9% |
| 3Y | +28.7% | +74.7% | -45.9% | +10.3% |
| 5Y | +10.6% | +66.1% | -55.6% | -4.9% |
| 10Y | +44.9% | +225.0% | -180.1% | +5.6% |
| All | +78.4% | +355.1% | -276.7% | +21.3% |
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 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