+237.9%
IAT vs VT
+345.0%
-107.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.6% | +2.3% |
| 7D | -1.5% | -4.2% | +2.7% | +3.4% |
| 30D | +4.1% | -5.8% | +9.9% | +11.3% |
| 3M | -7.3% | -5.2% | -2.1% | -1.7% |
| 6M | +4.2% | +0.1% | +4.1% | +3.1% |
| YTD | +10.3% | +8.2% | +2.1% | -0.7% |
| 1Y | +23.6% | +10.1% | +13.5% | +9.0% |
| 3Y | +88.5% | +69.7% | +18.9% | +0.9% |
| 5Y | +7.3% | +53.4% | -46.0% | -34.7% |
| 10Y | +118.7% | +219.2% | -100.5% | -39.9% |
| All | +237.9% | +345.0% | -107.1% | -18.4% |
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