-19.0%
IART vs VT
+374.2%
-393.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.0% | +0.4% | -1.5% | -1.4% |
| 30D | -5.4% | +1.0% | -6.4% | -6.2% |
| 3M | -4.8% | +2.4% | -7.2% | -6.4% |
| 6M | +60.9% | +12.0% | +48.9% | +48.1% |
| YTD | +34.6% | +15.3% | +19.3% | +21.0% |
| 1Y | +6.8% | +22.6% | -15.7% | -8.0% |
| 3Y | -60.9% | +74.7% | -135.6% | -74.1% |
| 5Y | -78.0% | +66.1% | -144.1% | -84.8% |
| 10Y | -61.6% | +225.0% | -286.6% | -83.6% |
| All | -19.0% | +374.2% | -393.2% | -77.0% |
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 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