+70.2%
IFV vs VT
+223.7%
-153.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -0.6% |
| 7D | +1.4% | +0.4% | +1.1% | +1.0% |
| 30D | -0.4% | -2.6% | +2.2% | +2.1% |
| 3M | -6.7% | -3.2% | -3.5% | -3.7% |
| 6M | -13.0% | +0.9% | -14.0% | -13.7% |
| YTD | -1.0% | +11.3% | -12.3% | -10.5% |
| 1Y | +2.0% | +14.0% | -12.0% | -9.9% |
| 3Y | +46.4% | +75.8% | -29.4% | -16.4% |
| 5Y | +15.6% | +57.8% | -42.2% | -26.6% |
| 10Y | +70.2% | +219.8% | -149.6% | -54.4% |
| All | +70.2% | +223.7% | -153.5% | -54.4% |
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