-11.2%
ISHG vs VT
+610.3%
-621.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.3% |
| 7D | +0.3% | -4.2% | +4.5% | +0.8% |
| 30D | +0.2% | -5.8% | +6.0% | +0.9% |
| 3M | -1.8% | -5.2% | +3.4% | -1.2% |
| 6M | -2.3% | +0.1% | -2.4% | -2.3% |
| YTD | -1.5% | +8.2% | -9.8% | -2.5% |
| 1Y | +0.6% | +10.1% | -9.5% | -0.6% |
| 3Y | +12.6% | +69.7% | -57.1% | +5.4% |
| 5Y | -2.9% | +53.4% | -56.3% | -8.6% |
| 10Y | -2.2% | +219.2% | -221.4% | -15.9% |
| All | -11.2% | +610.3% | -621.5% | -32.8% |
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