+10.1%
IFLR vs VT
+14.3%
-4.2%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.1% |
| 7D | +1.2% | +2.9% | -1.6% | -0.9% |
| 30D | +0.2% | -2.5% | +2.8% | +2.1% |
| 3M | -3.5% | -3.3% | -0.2% | -1.1% |
| 6M | +2.3% | +1.5% | +0.7% | +0.9% |
| YTD | +5.7% | +11.4% | -5.7% | -2.1% |
| All | +10.1% | +14.3% | -4.2% | -1.4% |
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