-65.8%
IART vs VT
+215.5%
-281.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.2% |
| 7D | +5.3% | -2.3% | +7.6% | +8.0% |
| 30D | +3.2% | -5.0% | +8.2% | +8.8% |
| 3M | -21.5% | -4.9% | -16.6% | -17.6% |
| 6M | -4.1% | -1.5% | -2.6% | -2.5% |
| YTD | +8.1% | +8.5% | -0.4% | +0.2% |
| 1Y | +19.6% | +11.4% | +8.2% | +8.2% |
| 3Y | -64.8% | +70.1% | -134.9% | -78.5% |
| 5Y | -81.4% | +53.7% | -135.1% | -87.5% |
| All | -65.8% | +215.5% | -281.3% | -88.0% |
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 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