+238.5%
IDR vs VT
+53.4%
+185.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.3% |
| 7D | +6.4% | -2.3% | +8.7% | +8.7% |
| 30D | -20.9% | -5.0% | -15.9% | -17.1% |
| 3M | -35.9% | -4.9% | -31.0% | -32.7% |
| 6M | -57.2% | -1.5% | -55.6% | -55.8% |
| YTD | -48.3% | +8.5% | -56.7% | -49.4% |
| 1Y | -27.7% | +11.4% | -39.1% | -30.2% |
| 3Y | +297.1% | +70.1% | +227.1% | +222.7% |
| All | +238.5% | +53.4% | +185.1% | +210.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling