+496.4%
IDT vs VT
+223.7%
+272.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -2.3% |
| 7D | +0.4% | +0.4% | +0.1% | -0.1% |
| 30D | +1.4% | -2.6% | +4.0% | +4.2% |
| 3M | +27.1% | -3.2% | +30.3% | +31.2% |
| 6M | +54.7% | +0.9% | +53.8% | +51.2% |
| YTD | +61.9% | +11.3% | +50.6% | +40.4% |
| 1Y | +64.4% | +14.0% | +50.4% | +38.5% |
| 3Y | +199.6% | +75.8% | +123.7% | +47.4% |
| 5Y | +41.3% | +57.8% | -16.5% | -19.4% |
| 10Y | +496.4% | +219.8% | +276.6% | +81.1% |
| All | +496.4% | +223.7% | +272.8% | +81.1% |
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 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