+15.6%
IALT vs VT
+11.5%
+4.1%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | 0.0% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -3.8% | -2.6% | -1.2% | -3.0% |
| 3M | +0.1% | -3.2% | +3.4% | +1.1% |
| 6M | +3.5% | +0.9% | +2.6% | +3.3% |
| YTD | +14.7% | +11.3% | +3.4% | +11.6% |
| All | +15.6% | +11.5% | +4.1% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling