-99.9%
IXHL vs VT
+68.5%
-168.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.1% | -4.8% | -7.2% |
| 7D | -12.0% | -4.2% | -7.8% | -10.4% |
| 30D | -28.4% | -5.8% | -22.6% | -26.6% |
| 3M | -26.3% | -5.2% | -21.1% | -24.7% |
| 6M | -52.2% | +0.1% | -52.3% | -52.2% |
| YTD | -78.9% | +8.2% | -87.1% | -79.3% |
| 1Y | -79.9% | +10.1% | -90.1% | -80.4% |
| 3Y | -98.3% | +69.7% | -167.9% | -98.5% |
| All | -99.9% | +68.5% | -168.3% | -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 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