+189.2%
IDYA vs VT
+153.5%
+35.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +1.5% |
| 7D | -4.7% | -0.3% | -4.4% | -4.3% |
| 30D | -15.0% | -1.4% | -13.5% | -13.6% |
| 3M | -10.4% | -1.4% | -9.0% | -9.0% |
| 6M | +12.0% | +5.5% | +6.5% | +5.6% |
| YTD | -6.4% | +12.8% | -19.2% | -18.1% |
| 1Y | +6.2% | +15.4% | -9.3% | -9.5% |
| 3Y | +11.7% | +76.9% | -65.1% | -38.3% |
| 5Y | +36.1% | +60.4% | -24.3% | -16.0% |
| All | +189.2% | +153.5% | +35.7% | +27.6% |
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