+59.6%
IDE vs VT
+57.9%
+1.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +1.2% | -1.6% | +2.8% | +2.4% |
| 30D | -1.4% | -2.5% | +1.1% | +0.5% |
| 3M | -7.7% | -1.3% | -6.4% | -6.8% |
| 6M | -8.6% | +3.1% | -11.7% | -10.8% |
| YTD | +3.2% | +10.9% | -7.7% | -4.8% |
| 1Y | +6.3% | +12.1% | -5.7% | -2.7% |
| 3Y | +72.3% | +73.9% | -1.6% | +12.0% |
| All | +59.6% | +57.9% | +1.7% | +11.6% |
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