+246.5%
IIF vs VT
+374.2%
-127.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.2% | +0.4% | -0.6% | -0.6% |
| 30D | -1.0% | +1.0% | -2.0% | -2.0% |
| 3M | +7.6% | +2.4% | +5.3% | +4.9% |
| 6M | 0.0% | +12.0% | -12.0% | -10.8% |
| YTD | -7.6% | +15.3% | -22.9% | -20.0% |
| 1Y | -6.8% | +22.6% | -29.4% | -24.2% |
| 3Y | +40.7% | +74.7% | -33.9% | -21.3% |
| 5Y | +39.2% | +66.1% | -26.9% | -20.1% |
| 10Y | +108.8% | +225.0% | -116.2% | -44.7% |
| All | +246.5% | +374.2% | -127.7% | -34.1% |
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