+1,123.8%
IDR vs VT
+217.6%
+906.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.5% | -7.0% | -7.3% |
| 7D | +8.2% | -0.1% | +8.4% | +8.4% |
| 30D | -13.6% | -3.1% | -10.5% | -11.9% |
| 3M | -42.0% | -3.5% | -38.5% | -40.7% |
| 6M | -58.1% | +0.5% | -58.6% | -57.7% |
| YTD | -49.0% | +10.8% | -59.8% | -50.2% |
| 1Y | -38.2% | +11.9% | -50.1% | -39.9% |
| 3Y | +310.4% | +73.0% | +237.4% | +248.2% |
| 5Y | +233.8% | +58.6% | +175.2% | +187.8% |
| 10Y | +1,123.8% | +219.2% | +904.6% | +791.6% |
| All | +1,123.8% | +217.6% | +906.2% | +791.6% |
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