-62.2%
IART vs VT
+228.2%
-290.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +7.0% |
| 7D | +21.1% | -0.3% | +21.4% | +21.5% |
| 30D | +11.5% | -1.4% | +12.9% | +13.2% |
| 3M | -17.2% | -1.4% | -15.8% | -16.2% |
| 6M | +39.2% | +5.5% | +33.7% | +32.2% |
| YTD | +19.3% | +12.8% | +6.5% | +6.3% |
| 1Y | +31.2% | +15.4% | +15.7% | +14.3% |
| 3Y | -61.8% | +76.9% | -138.6% | -77.5% |
| 5Y | -79.2% | +60.4% | -139.6% | -86.6% |
| All | -62.2% | +228.2% | -290.4% | -87.3% |
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