+50.1%
IIIN vs VT
+215.5%
-165.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -1.0% |
| 7D | -6.0% | -2.3% | -3.7% | -3.1% |
| 30D | -9.6% | -5.0% | -4.7% | -3.6% |
| 3M | -17.2% | -4.9% | -12.3% | -11.8% |
| 6M | +0.3% | -1.5% | +1.9% | +2.4% |
| YTD | -15.3% | +8.5% | -23.8% | -23.7% |
| 1Y | -11.3% | +11.4% | -22.7% | -22.7% |
| 3Y | +2.9% | +70.1% | -67.1% | -47.6% |
| 5Y | -18.0% | +53.7% | -71.7% | -52.3% |
| All | +50.1% | +215.5% | -165.4% | -66.9% |
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