+43.4%
IIIN vs VT
+224.5%
-181.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.5% | +0.4% | +2.1% | +2.0% |
| 30D | -4.8% | +1.0% | -5.7% | -5.9% |
| 3M | +8.7% | +2.4% | +6.3% | +5.5% |
| 6M | -13.5% | +12.0% | -25.5% | -25.1% |
| YTD | -1.1% | +15.3% | -16.4% | -17.4% |
| 1Y | -16.8% | +22.6% | -39.4% | -35.7% |
| 3Y | +1.5% | +74.7% | -73.2% | -49.8% |
| 5Y | +14.0% | +66.1% | -52.2% | -39.8% |
| All | +43.4% | +224.5% | -181.1% | -67.7% |
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 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