+1,097.6%
IDR vs VT
+221.8%
+875.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.6% |
| 7D | -10.7% | +2.4% | -13.1% | -11.8% |
| 30D | -9.6% | -1.5% | -8.1% | -8.6% |
| 3M | -41.2% | -4.1% | -37.1% | -39.6% |
| 6M | -63.7% | +0.6% | -64.2% | -63.3% |
| YTD | -53.8% | +11.0% | -64.9% | -55.0% |
| 1Y | -42.1% | +13.3% | -55.5% | -44.0% |
| 3Y | +270.0% | +73.4% | +196.6% | +213.8% |
| 5Y | +189.0% | +57.4% | +131.5% | +149.6% |
| All | +1,097.6% | +221.8% | +875.8% | +856.5% |
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