-34.0%
IART vs VT
+356.1%
-390.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +13.7% | -1.6% | +15.3% | +15.2% |
| 30D | +7.5% | -2.5% | +10.0% | +9.7% |
| 3M | -23.8% | -1.3% | -22.5% | -23.2% |
| 6M | +24.5% | +3.1% | +21.4% | +21.8% |
| YTD | +9.7% | +10.9% | -1.2% | +1.5% |
| 1Y | +18.6% | +12.1% | +6.6% | +9.0% |
| 3Y | -64.8% | +73.9% | -138.7% | -76.7% |
| 5Y | -81.1% | +58.0% | -139.0% | -86.4% |
| 10Y | -64.6% | +225.5% | -290.1% | -84.8% |
| All | -34.0% | +356.1% | -390.1% | -80.7% |
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