+235.0%
IDV vs VT
+374.2%
-139.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.3% | +0.4% | +0.9% | +0.9% |
| 30D | +2.0% | +1.0% | +1.0% | +1.0% |
| 3M | +5.1% | +2.4% | +2.7% | +2.5% |
| 6M | +9.0% | +12.0% | -3.0% | -2.5% |
| YTD | +18.1% | +15.3% | +2.8% | +2.7% |
| 1Y | +31.8% | +22.6% | +9.2% | +7.9% |
| 3Y | +104.5% | +74.7% | +29.9% | +17.8% |
| 5Y | +89.6% | +66.1% | +23.4% | +13.3% |
| 10Y | +167.7% | +225.0% | -57.3% | -17.8% |
| All | +235.0% | +374.2% | -139.2% | -28.7% |
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 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