+88.0%
IDNA vs VT
+144.7%
-56.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +0.4% |
| 7D | +4.5% | +0.4% | +4.1% | +4.3% |
| 30D | +3.3% | -2.6% | +5.9% | +6.3% |
| 3M | +25.3% | -3.2% | +28.5% | +29.9% |
| 6M | +46.4% | +0.9% | +45.5% | +45.2% |
| YTD | +67.1% | +11.3% | +55.8% | +50.3% |
| 1Y | +77.7% | +14.0% | +63.7% | +56.1% |
| 3Y | +146.6% | +75.8% | +70.8% | +41.4% |
| 5Y | -6.2% | +57.8% | -64.0% | -40.3% |
| All | +88.0% | +144.7% | -56.7% | -15.5% |
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