-32.3%
ILIT vs VT
+80.7%
-113.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -3.6% | +0.4% | -4.1% | -4.3% |
| 30D | +4.1% | +1.0% | +3.1% | +2.6% |
| 3M | -22.2% | +2.4% | -24.6% | -24.7% |
| 6M | -9.6% | +12.0% | -21.6% | -23.1% |
| YTD | -4.2% | +15.3% | -19.5% | -21.3% |
| 1Y | +51.3% | +22.6% | +28.7% | +14.4% |
| 3Y | -19.7% | +74.7% | -94.3% | -64.5% |
| All | -32.3% | +80.7% | -113.1% | -71.9% |
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 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