+69.3%
IDNA vs VT
+152.3%
-83.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -1.1% | +1.0% | -2.1% | -2.1% |
| 30D | +12.8% | -0.2% | +13.0% | +13.1% |
| 3M | +35.6% | +4.5% | +31.0% | +29.5% |
| 6M | +33.2% | +14.1% | +19.1% | +16.7% |
| YTD | +50.4% | +14.8% | +35.7% | +31.0% |
| 1Y | +73.7% | +21.2% | +52.5% | +43.4% |
| 3Y | +82.9% | +76.6% | +6.4% | +4.2% |
| 5Y | -23.9% | +66.6% | -90.5% | -54.1% |
| All | +69.3% | +152.3% | -83.0% | -26.4% |
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