+226.8%
IIF vs VT
+356.1%
-129.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.9% | -1.6% | +4.5% | +4.5% |
| 30D | +2.4% | -2.5% | +4.8% | +4.8% |
| 3M | -6.0% | -1.3% | -4.7% | -4.9% |
| 6M | -0.6% | +3.1% | -3.7% | -3.9% |
| YTD | -12.9% | +10.9% | -23.8% | -21.7% |
| 1Y | -13.8% | +12.1% | -25.9% | -23.4% |
| 3Y | +36.3% | +73.9% | -37.6% | -23.5% |
| 5Y | +32.7% | +58.0% | -25.2% | -19.9% |
| 10Y | +103.7% | +225.5% | -121.8% | -46.5% |
| All | +226.8% | +356.1% | -129.3% | -35.5% |
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