+18.9%
IDYN vs VT
+20.6%
-1.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | +1.9% | +2.9% | -1.0% | -1.2% |
| 30D | -0.6% | -2.5% | +1.9% | +2.1% |
| 3M | -4.1% | -3.3% | -0.8% | -0.6% |
| 6M | -1.8% | +1.5% | -3.3% | -3.7% |
| YTD | +7.2% | +11.4% | -4.1% | -4.7% |
| 1Y | +9.1% | +11.9% | -2.8% | -3.5% |
| All | +18.9% | +20.6% | -1.7% | -3.5% |
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