+27.4%
IIIN vs VT
+221.8%
-194.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.6% |
| 7D | +4.3% | +2.4% | +2.0% | +1.4% |
| 30D | -6.2% | -1.5% | -4.7% | -4.3% |
| 3M | -14.8% | -4.1% | -10.6% | -10.0% |
| 6M | +5.1% | +0.6% | +4.6% | +4.6% |
| YTD | -11.6% | +11.0% | -22.7% | -22.6% |
| 1Y | -10.4% | +13.3% | -23.7% | -23.5% |
| 3Y | +7.4% | +73.4% | -66.0% | -46.6% |
| 5Y | -15.4% | +57.4% | -72.8% | -52.2% |
| All | +27.4% | +221.8% | -194.4% | -73.8% |
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 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