+81.8%
IFV vs VT
+224.5%
-142.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.3% | +0.4% | -0.1% | -0.1% |
| 30D | +1.3% | +1.0% | +0.3% | +0.3% |
| 3M | -4.8% | +2.4% | -7.2% | -6.8% |
| 6M | +0.4% | +12.0% | -11.6% | -9.8% |
| YTD | +7.3% | +15.3% | -8.0% | -6.3% |
| 1Y | +13.6% | +22.6% | -9.0% | -6.6% |
| 3Y | +53.3% | +74.7% | -21.4% | -12.0% |
| 5Y | +23.8% | +66.1% | -42.3% | -25.5% |
| All | +81.8% | +224.5% | -142.7% | -49.8% |
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