+142.0%
IDLV vs VT
+382.4%
-240.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | -0.7% | +2.9% | -3.6% | -2.6% |
| 30D | +4.8% | -2.5% | +7.4% | +6.5% |
| 3M | +1.4% | -3.3% | +4.7% | +3.6% |
| 6M | +5.3% | +1.5% | +3.8% | +3.8% |
| YTD | +10.2% | +11.4% | -1.2% | +1.7% |
| 1Y | +11.9% | +11.9% | 0.0% | +3.0% |
| 3Y | +55.8% | +73.9% | -18.0% | +4.5% |
| 5Y | +38.9% | +57.9% | -19.0% | -1.3% |
| 10Y | +86.6% | +222.6% | -136.0% | -24.0% |
| All | +142.0% | +382.4% | -240.4% | -25.7% |
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