+439.0%
IAK vs VT
+374.2%
+64.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +0.3% | +0.4% | -0.1% | -0.1% |
| 30D | -1.8% | +1.0% | -2.7% | -2.8% |
| 3M | +12.8% | +2.4% | +10.4% | +9.1% |
| 6M | +8.9% | +12.0% | -3.1% | -4.4% |
| YTD | +8.9% | +15.3% | -6.5% | -7.5% |
| 1Y | +11.2% | +22.6% | -11.4% | -11.7% |
| 3Y | +67.9% | +74.7% | -6.8% | -9.7% |
| 5Y | +97.1% | +66.1% | +31.0% | +10.0% |
| 10Y | +233.5% | +225.0% | +8.5% | -11.1% |
| All | +439.0% | +374.2% | +64.8% | -1.2% |
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