-28.4%
IAUX vs VT
+71.3%
-99.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +1.6% |
| 7D | +8.0% | +0.4% | +7.6% | +7.4% |
| 30D | -6.3% | -2.6% | -3.7% | -2.9% |
| 3M | -8.0% | -3.2% | -4.8% | -3.6% |
| 6M | -5.7% | +0.9% | -6.6% | -5.2% |
| YTD | +2.1% | +11.3% | -9.3% | -7.3% |
| 1Y | +58.5% | +14.0% | +44.5% | +40.3% |
| 3Y | +15.5% | +75.8% | -60.3% | -35.8% |
| 5Y | -42.3% | +57.8% | -100.1% | -64.6% |
| All | -28.4% | +71.3% | -99.7% | -61.1% |
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