+41.5%
ILDR vs VT
+53.2%
-11.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.1% | -3.0% | -1.1% |
| 7D | -12.1% | -4.2% | -7.9% | -6.2% |
| 30D | -18.7% | -5.8% | -12.9% | -11.0% |
| 3M | -14.0% | -5.2% | -8.8% | -6.6% |
| 6M | -6.5% | +0.1% | -6.6% | -5.7% |
| YTD | +0.5% | +8.2% | -7.7% | -9.4% |
| 1Y | -2.2% | +10.1% | -12.3% | -13.9% |
| 3Y | +92.2% | +69.7% | +22.6% | -8.0% |
| 5Y | +41.5% | +53.4% | -11.8% | -18.7% |
| All | +41.5% | +53.2% | -11.6% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling