-99.8%
IXHL vs VT
+79.5%
-179.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -10.9% | +0.4% | -11.3% | -11.0% |
| 30D | +5.4% | +1.0% | +4.4% | +5.0% |
| 3M | +5.0% | +2.4% | +2.6% | +4.1% |
| 6M | -18.1% | +12.0% | -30.1% | -21.1% |
| YTD | -69.8% | +15.3% | -85.1% | -71.1% |
| 1Y | -81.4% | +22.6% | -103.9% | -82.3% |
| 3Y | -98.1% | +74.7% | -172.8% | -98.4% |
| All | -99.8% | +79.5% | -179.3% | -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 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