+32.2%
IDYA vs VT
+53.4%
-21.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.7% |
| 7D | -2.3% | -2.3% | +0.1% | +0.6% |
| 30D | -13.8% | -5.0% | -8.9% | -8.4% |
| 3M | -13.8% | -4.9% | -8.9% | -8.5% |
| 6M | +8.7% | -1.5% | +10.2% | +10.6% |
| YTD | -9.6% | +8.5% | -18.1% | -18.4% |
| 1Y | +4.7% | +11.4% | -6.7% | -8.6% |
| 3Y | +8.0% | +70.1% | -62.1% | -42.1% |
| All | +32.2% | +53.4% | -21.2% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling