+17.2%
IDN vs VT
+223.7%
-206.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +0.3% |
| 7D | -7.0% | +0.4% | -7.4% | -7.6% |
| 30D | -7.5% | -2.6% | -4.9% | -4.6% |
| 3M | -46.3% | -3.2% | -43.1% | -44.2% |
| 6M | -71.4% | +0.9% | -72.4% | -72.0% |
| YTD | -68.4% | +11.3% | -79.7% | -72.7% |
| 1Y | -51.2% | +14.0% | -65.2% | -59.5% |
| 3Y | +23.4% | +75.8% | -52.5% | -41.3% |
| 5Y | -76.2% | +57.8% | -134.0% | -86.7% |
| 10Y | +17.2% | +219.8% | -202.6% | -73.1% |
| All | +17.2% | +223.7% | -206.5% | -73.1% |
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