-78.0%
IPHA vs VT
+134.7%
-212.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -10.1% | -1.6% | -8.5% | -8.9% |
| 30D | -14.7% | -2.5% | -12.2% | -12.7% |
| 3M | -22.7% | -1.3% | -21.4% | -21.6% |
| 6M | -7.6% | +3.1% | -10.7% | -9.6% |
| YTD | -24.0% | +10.9% | -34.9% | -29.8% |
| 1Y | -30.0% | +12.1% | -42.1% | -35.8% |
| 3Y | -49.6% | +73.9% | -123.5% | -68.5% |
| 5Y | -77.7% | +58.0% | -135.7% | -85.1% |
| All | -78.0% | +134.7% | -212.7% | -88.8% |
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