-74.3%
IPHA vs VT
+59.7%
-134.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.4% | +5.7% |
| 7D | -6.3% | -0.3% | -5.9% | -5.9% |
| 30D | -9.8% | -1.4% | -8.4% | -8.4% |
| 3M | -20.2% | -1.4% | -18.8% | -18.9% |
| 6M | -0.3% | +5.5% | -5.8% | -4.2% |
| YTD | -18.6% | +12.8% | -31.4% | -25.7% |
| 1Y | -22.6% | +15.4% | -38.0% | -30.4% |
| 3Y | -46.0% | +76.9% | -122.9% | -66.6% |
| All | -74.3% | +59.7% | -134.0% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling