-97.2%
IDAI vs VT
+79.3%
-176.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +7.1% | -1.6% | +8.7% | +9.9% |
| 30D | -20.9% | -2.5% | -18.4% | -17.7% |
| 3M | -15.5% | -1.3% | -14.2% | -13.8% |
| 6M | +2.6% | +3.1% | -0.5% | -0.7% |
| YTD | -34.3% | +10.9% | -45.2% | -43.2% |
| 1Y | -38.7% | +12.1% | -50.7% | -47.4% |
| 3Y | +84.9% | +73.9% | +11.0% | -6.3% |
| 5Y | -89.7% | +58.0% | -147.7% | -94.9% |
| All | -97.2% | +79.3% | -176.5% | -98.7% |
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 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