+1,705.6%
IDCC vs VT
+374.2%
+1,331.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.8% | +0.4% | +0.4% | +0.5% |
| 30D | +2.2% | +1.0% | +1.3% | +1.4% |
| 3M | +29.8% | +2.4% | +27.4% | +27.6% |
| 6M | -9.0% | +12.0% | -21.0% | -18.0% |
| YTD | +6.9% | +15.3% | -8.4% | -6.3% |
| 1Y | +18.5% | +22.6% | -4.1% | -1.8% |
| 3Y | +307.9% | +74.7% | +233.2% | +141.4% |
| 5Y | +415.7% | +66.1% | +349.6% | +220.5% |
| 10Y | +462.6% | +225.0% | +237.6% | +98.8% |
| All | +1,705.6% | +374.2% | +1,331.4% | +302.2% |
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