+83.5%
IDNA vs VT
+143.5%
-60.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.9% |
| 7D | +0.1% | -0.1% | +0.3% | +0.4% |
| 30D | +0.9% | -3.1% | +3.9% | +4.3% |
| 3M | +20.6% | -3.5% | +24.1% | +25.4% |
| 6M | +42.9% | +0.5% | +42.5% | +42.5% |
| YTD | +63.1% | +10.8% | +52.3% | +47.5% |
| 1Y | +70.6% | +11.9% | +58.7% | +52.8% |
| 3Y | +139.0% | +73.0% | +66.1% | +39.3% |
| 5Y | -7.0% | +58.6% | -65.6% | -41.0% |
| All | +83.5% | +143.5% | -60.1% | -17.1% |
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