-99.9%
IXHL vs VT
+72.4%
-172.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.5% | -7.7% | -8.0% |
| 7D | -19.8% | -0.1% | -19.6% | -19.6% |
| 30D | -35.2% | -3.1% | -32.1% | -34.3% |
| 3M | -37.8% | -3.5% | -34.3% | -36.9% |
| 6M | -56.1% | +0.5% | -56.6% | -56.2% |
| YTD | -81.3% | +10.8% | -92.1% | -81.8% |
| 1Y | -81.5% | +11.9% | -93.4% | -82.0% |
| 3Y | -98.5% | +73.0% | -171.5% | -98.7% |
| All | -99.9% | +72.4% | -172.3% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling