+40.2%
IIF vs VT
+75.0%
-34.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | -1.0% | +1.0% | -2.0% | -1.6% |
| 3M | +7.6% | +2.4% | +5.3% | +6.1% |
| 6M | 0.0% | +12.0% | -12.0% | -6.4% |
| YTD | -7.6% | +15.3% | -22.9% | -14.7% |
| 1Y | -6.8% | +22.6% | -29.4% | -16.7% |
| All | +40.2% | +75.0% | -34.8% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling