+72.2%
IHY vs VT
+339.4%
-267.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.8% | +2.9% | -3.7% | -1.6% |
| 30D | -0.3% | -2.5% | +2.3% | +0.4% |
| 3M | -3.2% | -3.3% | +0.1% | -2.4% |
| 6M | -2.9% | +1.5% | -4.4% | -3.4% |
| YTD | -1.6% | +11.4% | -13.0% | -4.6% |
| 1Y | -0.1% | +11.9% | -12.1% | -3.3% |
| 3Y | +23.9% | +73.9% | -49.9% | +6.3% |
| 5Y | +10.8% | +57.9% | -47.1% | -3.6% |
| 10Y | +43.0% | +222.6% | -179.6% | +4.5% |
| All | +72.2% | +339.4% | -267.2% | +18.1% |
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