-31.7%
IAUX vs VT
+67.0%
-98.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.1% |
| 7D | +2.2% | -2.3% | +4.5% | +5.1% |
| 30D | -4.7% | -5.0% | +0.3% | +1.8% |
| 3M | -6.6% | -4.9% | -1.7% | +0.1% |
| 6M | -10.1% | -1.5% | -8.6% | -6.7% |
| YTD | -2.7% | +8.5% | -11.2% | -8.8% |
| 1Y | +59.6% | +11.4% | +48.2% | +45.5% |
| 3Y | +6.0% | +70.1% | -64.1% | -38.7% |
| 5Y | -42.5% | +53.7% | -96.2% | -63.6% |
| All | -31.7% | +67.0% | -98.7% | -61.7% |
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 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