+206.8%
IIIN vs VT
+374.2%
-167.4%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 3M | +8.7% | +2.4% | +6.3% | +5.8% |
| 6M | -13.5% | +12.0% | -25.5% | -24.1% |
| YTD | -1.1% | +15.3% | -16.4% | -16.1% |
| 1Y | -16.8% | +22.6% | -39.4% | -34.1% |
| 3Y | +1.5% | +74.7% | -73.2% | -46.1% |
| 5Y | +14.0% | +66.1% | -52.2% | -35.8% |
| 10Y | +41.5% | +225.0% | -183.5% | -60.2% |
| All | +206.8% | +374.2% | -167.4% | -44.1% |
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