-45.2%
IPHA vs VT
+76.6%
-121.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.4% | +5.7% |
| 7D | -6.3% | -0.3% | -5.9% | -6.0% |
| 30D | -9.8% | -1.4% | -8.4% | -8.5% |
| 3M | -20.2% | -1.4% | -18.8% | -19.0% |
| 6M | -0.3% | +5.5% | -5.8% | -3.6% |
| YTD | -18.6% | +12.8% | -31.4% | -24.7% |
| 1Y | -22.6% | +15.4% | -38.0% | -29.2% |
| All | -45.2% | +76.6% | -121.7% | -74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling