+230.3%
IAK vs VT
+217.6%
+12.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.9% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +8.6% | -3.1% | +11.6% | +11.2% |
| 3M | +4.2% | -3.5% | +7.7% | +7.0% |
| 6M | +17.7% | +0.5% | +17.2% | +15.8% |
| YTD | +14.3% | +10.8% | +3.5% | +2.5% |
| 1Y | +19.0% | +11.9% | +7.1% | +5.7% |
| 3Y | +68.4% | +73.0% | -4.5% | -1.9% |
| 5Y | +99.9% | +58.6% | +41.3% | +25.8% |
| 10Y | +230.3% | +219.2% | +11.1% | +10.1% |
| All | +230.3% | +217.6% | +12.7% | +10.1% |
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