+53.9%
IFV vs VT
+226.2%
-172.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +0.8% |
| 7D | +2.2% | -0.3% | +2.5% | +2.5% |
| 30D | -1.5% | -1.4% | 0.0% | 0.0% |
| 3M | -5.6% | -1.4% | -4.2% | -4.2% |
| 6M | -8.8% | +5.5% | -14.3% | -13.3% |
| YTD | -0.1% | +12.8% | -13.0% | -11.0% |
| 1Y | +3.9% | +15.4% | -11.5% | -9.4% |
| 3Y | +46.0% | +76.9% | -30.9% | -17.6% |
| 5Y | +17.2% | +60.4% | -43.2% | -27.4% |
| 10Y | +75.1% | +232.8% | -157.7% | -50.1% |
| All | +53.9% | +226.2% | -172.3% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling