+752.6%
IDA vs VT
+356.1%
+396.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +3.1% | -1.6% | +4.7% | +4.0% |
| 30D | +9.3% | -2.5% | +11.8% | +10.8% |
| 3M | +1.5% | -1.3% | +2.8% | +2.2% |
| 6M | -0.1% | +3.1% | -3.2% | -2.4% |
| YTD | +16.8% | +10.9% | +5.9% | +9.1% |
| 1Y | +14.9% | +12.1% | +2.8% | +6.6% |
| 3Y | +56.2% | +73.9% | -17.7% | +10.5% |
| 5Y | +59.5% | +58.0% | +1.5% | +17.9% |
| 10Y | +153.1% | +225.5% | -72.4% | +18.6% |
| All | +752.6% | +356.1% | +396.5% | +184.6% |
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