+1,434.4%
IDCC vs VT
+345.0%
+1,089.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.1% | -3.0% | -3.2% |
| 7D | -14.3% | -4.2% | -10.1% | -10.6% |
| 30D | -15.4% | -5.8% | -9.6% | -10.2% |
| 3M | -13.1% | -5.2% | -7.9% | -8.3% |
| 6M | +0.3% | +0.1% | +0.1% | +0.8% |
| YTD | -9.2% | +8.2% | -17.4% | -15.3% |
| 1Y | -25.0% | +10.1% | -35.2% | -31.2% |
| 3Y | +247.4% | +69.7% | +177.7% | +111.5% |
| 5Y | +329.1% | +53.4% | +275.8% | +188.2% |
| 10Y | +389.6% | +219.2% | +170.4% | +77.3% |
| All | +1,434.4% | +345.0% | +1,089.4% | +263.9% |
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