+108.7%
IIF vs VT
+214.8%
-106.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +3.3% |
| 7D | +5.3% | -4.2% | +9.5% | +8.3% |
| 30D | +5.5% | -5.8% | +11.3% | +9.8% |
| 3M | -3.8% | -5.2% | +1.5% | -0.2% |
| 6M | +2.1% | +0.1% | +2.0% | +1.7% |
| YTD | -10.2% | +8.2% | -18.4% | -15.3% |
| 1Y | -11.1% | +10.1% | -21.3% | -17.3% |
| 3Y | +40.5% | +69.7% | -29.1% | -5.4% |
| 5Y | +36.5% | +53.4% | -16.8% | -1.4% |
| All | +108.7% | +214.8% | -106.1% | -22.0% |
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