-69.5%
IDN vs VOO
+82.8%
-152.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.9% |
| 7D | -6.8% | -0.8% | -6.0% | -6.1% |
| 30D | -29.5% | -1.1% | -28.5% | -28.7% |
| 3M | -35.8% | +3.9% | -39.7% | -38.3% |
| 6M | -44.9% | +13.6% | -58.5% | -51.9% |
| YTD | -61.1% | +12.7% | -73.8% | -65.7% |
| 1Y | -52.6% | +17.6% | -70.1% | -60.3% |
| 3Y | +4.4% | +77.3% | -72.9% | -43.7% |
| All | -69.5% | +82.8% | -152.3% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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