+157.8%
IDA vs VT
+231.8%
-74.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.7% |
| 7D | +5.5% | -0.3% | +5.8% | +5.7% |
| 30D | +12.0% | -1.4% | +13.4% | +12.8% |
| 3M | +2.6% | -1.4% | +4.0% | +3.3% |
| 6M | +1.8% | +5.5% | -3.6% | -1.6% |
| YTD | +18.7% | +12.8% | +5.9% | +10.0% |
| 1Y | +16.8% | +15.4% | +1.3% | +6.8% |
| 3Y | +58.8% | +76.9% | -18.1% | +10.6% |
| 5Y | +63.4% | +60.4% | +3.0% | +19.8% |
| 10Y | +157.8% | +232.8% | -75.0% | +3.7% |
| All | +157.8% | +231.8% | -74.0% | +3.7% |
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