-50.9%
IDN vs VT
+12.5%
-63.4%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.3% |
| 7D | +4.2% | -0.1% | +4.4% | +4.3% |
| 30D | -2.6% | -3.1% | +0.4% | -2.4% |
| 3M | -41.0% | -3.5% | -37.5% | -40.8% |
| 6M | -69.9% | +0.5% | -70.4% | -69.4% |
| YTD | -66.8% | +10.8% | -77.5% | -62.1% |
| 1Y | -50.9% | +11.9% | -62.8% | -39.8% |
| All | -50.9% | +12.5% | -63.4% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling