-91.3%
IDAI vs VT
+53.2%
-144.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -4.1% | -12.1% | -9.1% |
| 7D | -23.8% | -4.2% | -19.6% | -17.3% |
| 30D | -34.1% | -5.8% | -28.3% | -26.4% |
| 3M | -27.8% | -5.2% | -22.6% | -20.3% |
| 6M | -14.8% | +0.1% | -15.0% | -12.9% |
| YTD | -44.2% | +8.2% | -52.5% | -50.0% |
| 1Y | -46.2% | +10.1% | -56.3% | -52.8% |
| 3Y | +56.8% | +69.7% | -12.8% | -22.0% |
| 5Y | -91.3% | +53.4% | -144.6% | -95.8% |
| All | -91.3% | +53.2% | -144.5% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling