-89.5%
IDN vs VT
+345.0%
-434.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.2% | -0.7% |
| 7D | -13.4% | -4.2% | -9.2% | -10.6% |
| 30D | -13.0% | -5.8% | -7.2% | -9.0% |
| 3M | -47.4% | -5.2% | -42.1% | -45.1% |
| 6M | -75.1% | +0.1% | -75.3% | -75.3% |
| YTD | -69.9% | +8.2% | -78.1% | -71.9% |
| 1Y | -54.1% | +10.1% | -64.2% | -57.9% |
| 3Y | 0.0% | +69.7% | -69.7% | -33.3% |
| 5Y | -78.0% | +53.4% | -131.4% | -84.0% |
| 10Y | +9.8% | +219.2% | -209.4% | -46.8% |
| All | -89.5% | +345.0% | -434.5% | -93.9% |
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