-31.6%
IPHA vs VT
+75.0%
-106.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -6.3% | +0.4% | -6.8% | -6.6% |
| 30D | +17.5% | +1.0% | +16.5% | +16.8% |
| 3M | +16.2% | +2.4% | +13.8% | +14.1% |
| 6M | +28.4% | +12.0% | +16.4% | +18.2% |
| YTD | +18.9% | +15.3% | +3.5% | +7.4% |
| 1Y | -0.8% | +22.6% | -23.3% | -13.1% |
| All | -31.6% | +75.0% | -106.6% | -59.5% |
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