+158.1%
IAE vs VT
+222.7%
-64.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.4% |
| 30D | +3.5% | +1.0% | +2.5% | +2.8% |
| 3M | -0.2% | +2.4% | -2.6% | -2.0% |
| 6M | +21.8% | +12.0% | +9.8% | +12.2% |
| YTD | +30.7% | +15.3% | +15.4% | +17.8% |
| 1Y | +37.6% | +22.6% | +15.0% | +18.8% |
| 3Y | +113.4% | +74.7% | +38.7% | +42.2% |
| 5Y | +78.5% | +66.1% | +12.4% | +22.5% |
| All | +158.1% | +222.7% | -64.6% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling