+605.1%
IAI vs VT
+355.4%
+249.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.0% |
| 7D | +1.6% | -0.1% | +1.8% | +1.8% |
| 30D | +2.3% | -3.1% | +5.4% | +6.0% |
| 3M | -2.7% | -3.5% | +0.8% | +1.3% |
| 6M | +3.4% | +0.5% | +3.0% | +2.6% |
| YTD | +2.8% | +10.8% | -8.0% | -9.1% |
| 1Y | +5.0% | +11.9% | -6.9% | -8.2% |
| 3Y | +103.0% | +73.0% | +30.0% | +7.5% |
| 5Y | +76.9% | +58.6% | +18.3% | +3.4% |
| 10Y | +369.0% | +219.2% | +149.8% | +20.8% |
| All | +605.1% | +355.4% | +249.7% | +46.9% |
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