+254.1%
IAT vs VT
+374.2%
-120.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | +1.3% | +0.4% | +0.9% | +0.8% |
| 30D | -2.9% | +1.0% | -3.9% | -4.0% |
| 3M | +8.5% | +2.4% | +6.1% | +5.0% |
| 6M | +12.9% | +12.0% | +0.9% | -1.9% |
| YTD | +15.6% | +15.3% | +0.2% | -3.0% |
| 1Y | +19.1% | +22.6% | -3.5% | -7.1% |
| 3Y | +92.7% | +74.7% | +18.0% | +0.2% |
| 5Y | +27.2% | +66.1% | -38.9% | -29.2% |
| 10Y | +131.5% | +225.0% | -93.5% | -37.7% |
| All | +254.1% | +374.2% | -120.1% | -20.3% |
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 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