+12.2%
IFLR vs VT
+17.1%
-4.8%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | -0.2% | -0.1% | 0.0% | -0.1% |
| 30D | -1.0% | -0.7% | -0.4% | -0.5% |
| 3M | +3.9% | +4.0% | -0.1% | +0.8% |
| 6M | +5.6% | +12.3% | -6.7% | -3.2% |
| YTD | +7.7% | +14.0% | -6.3% | -1.9% |
| All | +12.2% | +17.1% | -4.8% | -1.2% |
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