+81.2%
IDN vs VT
+222.7%
-141.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -1.8% | +0.4% | -2.2% | -2.2% |
| 30D | -27.0% | +1.0% | -27.9% | -27.7% |
| 3M | -35.7% | +2.4% | -38.1% | -37.7% |
| 6M | -45.3% | +12.0% | -57.3% | -53.0% |
| YTD | -58.2% | +15.3% | -73.6% | -65.4% |
| 1Y | -46.8% | +22.6% | -69.3% | -59.4% |
| 3Y | +3.3% | +74.7% | -71.3% | -49.7% |
| 5Y | -67.4% | +66.1% | -133.6% | -82.8% |
| All | +81.2% | +222.7% | -141.6% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling