+733.7%
IYH vs VT
+357.8%
+375.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | +1.3% | +2.9% | -1.6% | -0.6% |
| 30D | +10.0% | -2.5% | +12.5% | +11.8% |
| 3M | +10.8% | -3.3% | +14.1% | +13.1% |
| 6M | +28.7% | +1.5% | +27.2% | +26.8% |
| YTD | +21.8% | +11.4% | +10.4% | +12.5% |
| 1Y | +23.8% | +11.9% | +11.9% | +13.9% |
| 3Y | +54.9% | +73.9% | -19.0% | +5.1% |
| 5Y | +44.5% | +57.9% | -13.4% | +3.8% |
| 10Y | +203.2% | +222.6% | -19.4% | +35.8% |
| All | +733.7% | +357.8% | +375.9% | +179.4% |
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