+1,280.7%
IDR vs VT
+223.7%
+1,057.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.6% | +4.0% | +5.2% |
| 7D | +13.4% | +0.4% | +13.0% | +13.2% |
| 30D | -6.6% | -2.6% | -4.0% | -5.0% |
| 3M | -36.9% | -3.2% | -33.7% | -35.6% |
| 6M | -54.7% | +0.9% | -55.7% | -54.4% |
| YTD | -44.8% | +11.3% | -56.1% | -46.3% |
| 1Y | -29.8% | +14.0% | -43.8% | -32.2% |
| 3Y | +355.5% | +75.8% | +279.7% | +284.3% |
| 5Y | +245.2% | +57.8% | +187.4% | +197.7% |
| 10Y | +1,280.7% | +219.8% | +1,060.9% | +922.6% |
| All | +1,280.7% | +223.7% | +1,057.1% | +922.6% |
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