+228.1%
IDR vs VT
+59.8%
+168.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.7% |
| 7D | +0.7% | -0.7% | +1.4% | +1.4% |
| 30D | -11.9% | -1.7% | -10.1% | -10.2% |
| 3M | -41.8% | -2.3% | -39.5% | -40.3% |
| 6M | -60.2% | +1.5% | -61.7% | -60.0% |
| YTD | -49.9% | +12.0% | -61.9% | -52.3% |
| 1Y | -36.8% | +12.9% | -49.7% | -40.1% |
| 3Y | +303.4% | +74.9% | +228.4% | +219.7% |
| 5Y | +228.1% | +59.9% | +168.2% | +187.2% |
| All | +228.1% | +59.8% | +168.3% | +187.2% |
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