+258.4%
IDR vs VT
+345.0%
-86.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.6% | -0.4% |
| 7D | -5.3% | -4.2% | -1.2% | -3.2% |
| 30D | -29.1% | -5.8% | -23.3% | -26.8% |
| 3M | -40.9% | -5.2% | -35.7% | -39.1% |
| 6M | -55.4% | +0.1% | -55.6% | -54.9% |
| YTD | -51.4% | +8.2% | -59.7% | -52.2% |
| 1Y | -35.5% | +10.1% | -45.6% | -36.8% |
| 3Y | +286.0% | +69.7% | +216.3% | +214.7% |
| 5Y | +203.9% | +53.4% | +150.5% | +155.9% |
| 10Y | +1,064.9% | +219.2% | +845.7% | +584.2% |
| All | +258.4% | +345.0% | -86.6% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling