+738.2%
IYH vs VT
+357.6%
+380.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +0.3% |
| 7D | +1.9% | +0.4% | +1.5% | +1.6% |
| 30D | +9.6% | -2.6% | +12.2% | +11.4% |
| 3M | +13.2% | -3.2% | +16.5% | +15.6% |
| 6M | +31.5% | +0.9% | +30.6% | +30.0% |
| YTD | +22.4% | +11.3% | +11.1% | +13.1% |
| 1Y | +30.2% | +14.0% | +16.2% | +18.3% |
| 3Y | +56.6% | +75.8% | -19.2% | +5.5% |
| 5Y | +45.7% | +57.8% | -12.2% | +4.7% |
| 10Y | +204.3% | +219.8% | -15.5% | +37.1% |
| All | +738.2% | +357.6% | +380.5% | +181.0% |
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 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