+51.3%
IIIN vs VT
+214.8%
-163.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.1% | -2.7% | -1.7% |
| 7D | -7.0% | -4.2% | -2.8% | -1.8% |
| 30D | -10.7% | -5.8% | -4.9% | -3.7% |
| 3M | -17.8% | -5.2% | -12.6% | -12.0% |
| 6M | +1.9% | +0.1% | +1.8% | +1.8% |
| YTD | -14.7% | +8.2% | -22.9% | -22.9% |
| 1Y | -12.7% | +10.1% | -22.9% | -22.8% |
| 3Y | +5.0% | +69.7% | -64.7% | -46.4% |
| 5Y | -17.4% | +53.4% | -70.8% | -51.8% |
| All | +51.3% | +214.8% | -163.5% | -66.5% |
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 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