+223.8%
IAE vs VT
+374.2%
-150.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.3% |
| 30D | +3.5% | +1.0% | +2.5% | +2.7% |
| 3M | -0.2% | +2.4% | -2.6% | -2.2% |
| 6M | +21.8% | +12.0% | +9.8% | +11.3% |
| YTD | +30.7% | +15.3% | +15.4% | +16.6% |
| 1Y | +37.6% | +22.6% | +15.0% | +16.9% |
| 3Y | +113.4% | +74.7% | +38.7% | +35.5% |
| 5Y | +78.5% | +66.1% | +12.4% | +16.6% |
| 10Y | +165.6% | +225.0% | -59.4% | -3.3% |
| All | +223.8% | +374.2% | -150.4% | -12.0% |
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