-64.0%
IART vs VT
+214.8%
-278.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | -0.5% |
| 7D | +10.1% | -4.2% | +14.2% | +15.1% |
| 30D | +6.0% | -5.8% | +11.8% | +12.8% |
| 3M | -20.1% | -5.2% | -14.9% | -15.8% |
| 6M | +6.8% | +0.1% | +6.7% | +6.9% |
| YTD | +13.7% | +8.2% | +5.5% | +5.7% |
| 1Y | +23.9% | +10.1% | +13.7% | +13.3% |
| 3Y | -63.6% | +69.7% | -133.2% | -77.6% |
| 5Y | -80.5% | +53.4% | -133.8% | -86.8% |
| All | -64.0% | +214.8% | -278.8% | -87.4% |
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