+5,663.8%
IDT vs VT
+374.2%
+5,289.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -0.2% | +0.4% | -0.7% | -0.7% |
| 30D | +4.2% | +1.0% | +3.3% | +3.1% |
| 3M | +24.0% | +2.4% | +21.6% | +20.2% |
| 6M | +31.5% | +12.0% | +19.5% | +15.3% |
| YTD | +34.8% | +15.3% | +19.4% | +14.3% |
| 1Y | +6.4% | +22.6% | -16.2% | -15.5% |
| 3Y | +202.7% | +74.7% | +128.1% | +62.0% |
| 5Y | +56.9% | +66.1% | -9.3% | -10.1% |
| 10Y | +506.6% | +225.0% | +281.6% | +81.2% |
| All | +5,663.8% | +374.2% | +5,289.7% | +789.3% |
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