+166.2%
IDV vs VT
+223.7%
-57.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | -0.1% |
| 7D | +1.1% | +0.4% | +0.7% | +0.7% |
| 30D | +3.5% | -2.6% | +6.1% | +5.7% |
| 3M | -2.2% | -3.2% | +1.0% | +0.4% |
| 6M | +0.4% | +0.9% | -0.6% | -0.9% |
| YTD | +13.9% | +11.3% | +2.6% | +3.1% |
| 1Y | +21.2% | +14.0% | +7.2% | +7.3% |
| 3Y | +103.3% | +75.8% | +27.4% | +20.1% |
| 5Y | +87.5% | +57.8% | +29.7% | +21.7% |
| 10Y | +166.2% | +219.8% | -53.7% | -13.7% |
| All | +166.2% | +223.7% | -57.5% | -13.7% |
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