-98.1%
IXHL vs VT
+75.0%
-173.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -10.9% | +0.4% | -11.3% | -10.9% |
| 30D | +5.4% | +1.0% | +4.4% | +5.1% |
| 3M | +5.0% | +2.4% | +2.6% | +4.5% |
| 6M | -18.1% | +12.0% | -30.1% | -20.1% |
| YTD | -69.8% | +15.3% | -85.1% | -70.4% |
| 1Y | -81.4% | +22.6% | -103.9% | -81.4% |
| All | -98.1% | +75.0% | -173.1% | -97.0% |
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