+111.5%
IAT vs VT
+215.5%
-104.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | -0.7% | -2.3% | +1.6% | +2.1% |
| 30D | +5.2% | -5.0% | +10.2% | +11.7% |
| 3M | -6.9% | -4.9% | -2.0% | -1.3% |
| 6M | +2.5% | -1.5% | +4.1% | +3.5% |
| YTD | +9.7% | +8.5% | +1.2% | -2.5% |
| 1Y | +23.3% | +11.4% | +11.9% | +5.9% |
| 3Y | +89.9% | +70.1% | +19.8% | -4.8% |
| 5Y | +6.7% | +53.7% | -47.0% | -38.3% |
| All | +111.5% | +215.5% | -104.0% | -45.2% |
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