+366.2%
IDCC vs VT
+224.4%
+141.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +1.5% |
| 7D | -2.5% | -0.7% | -1.8% | -1.6% |
| 30D | -8.1% | -1.7% | -6.4% | -6.0% |
| 3M | -10.8% | -2.3% | -8.5% | -8.2% |
| 6M | +12.1% | +1.5% | +10.6% | +11.0% |
| YTD | -4.7% | +12.0% | -16.7% | -16.0% |
| 1Y | -18.3% | +12.9% | -31.2% | -28.5% |
| 3Y | +252.3% | +74.9% | +177.4% | +83.4% |
| 5Y | +346.4% | +59.9% | +286.5% | +159.3% |
| 10Y | +366.2% | +224.6% | +141.6% | +2.3% |
| All | +366.2% | +224.4% | +141.9% | +2.3% |
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