-53.6%
ILIT vs VT
+69.6%
-123.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +5.4% |
| 7D | -1.6% | -4.2% | +2.5% | +4.8% |
| 30D | -18.7% | -5.8% | -12.9% | -11.1% |
| 3M | -28.5% | -5.2% | -23.3% | -22.4% |
| 6M | -54.6% | +0.1% | -54.8% | -54.4% |
| YTD | -34.3% | +8.2% | -42.5% | -40.5% |
| 1Y | -18.8% | +10.1% | -28.9% | -28.4% |
| 3Y | -31.0% | +69.7% | -100.7% | -68.3% |
| All | -53.6% | +69.6% | -123.2% | -78.7% |
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