-34.6%
IAUX vs VT
+72.5%
-107.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -3.6% |
| 7D | -1.4% | -0.7% | -0.8% | -0.7% |
| 30D | -13.9% | -1.7% | -12.2% | -11.8% |
| 3M | -18.1% | -2.3% | -15.8% | -15.2% |
| 6M | -15.0% | +1.5% | -16.5% | -15.2% |
| YTD | -6.8% | +12.0% | -18.9% | -16.1% |
| 1Y | +38.2% | +12.9% | +25.3% | +23.5% |
| 3Y | +4.6% | +74.9% | -70.3% | -41.6% |
| 5Y | -48.9% | +59.9% | -108.8% | -69.2% |
| All | -34.6% | +72.5% | -107.1% | -64.8% |
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