+605.1%
IAI vs VT
+357.8%
+247.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.6% |
| 7D | +2.2% | +2.9% | -0.7% | -1.1% |
| 30D | +2.8% | -2.5% | +5.3% | +5.9% |
| 3M | -3.3% | -3.3% | 0.0% | +0.5% |
| 6M | +3.0% | +1.5% | +1.5% | +0.9% |
| YTD | +2.8% | +11.4% | -8.6% | -9.6% |
| 1Y | +3.1% | +11.9% | -8.8% | -9.8% |
| 3Y | +103.0% | +73.9% | +29.1% | +6.8% |
| 5Y | +74.4% | +57.9% | +16.5% | +2.5% |
| 10Y | +364.1% | +222.6% | +141.4% | +18.1% |
| All | +605.1% | +357.8% | +247.3% | +46.0% |
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