+121.5%
IAF vs VT
+214.8%
-93.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | +1.9% |
| 7D | -1.1% | -4.2% | +3.1% | +2.7% |
| 30D | -0.5% | -5.8% | +5.3% | +4.9% |
| 3M | -3.3% | -5.2% | +1.9% | +1.3% |
| 6M | +2.0% | +0.1% | +1.9% | +1.5% |
| YTD | +4.0% | +8.2% | -4.2% | -3.5% |
| 1Y | +3.9% | +10.1% | -6.2% | -5.1% |
| 3Y | +50.3% | +69.7% | -19.4% | -7.7% |
| 5Y | +15.9% | +53.4% | -37.4% | -22.3% |
| All | +121.5% | +214.8% | -93.3% | -13.7% |
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