-63.2%
ILPT vs VT
+141.1%
-204.3%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | +2.4% | +2.4% | 0.0% | -0.3% |
| 30D | -10.2% | -1.5% | -8.7% | -8.7% |
| 3M | -32.7% | -4.1% | -28.6% | -29.4% |
| 6M | -18.9% | +0.6% | -19.4% | -19.6% |
| YTD | +14.4% | +11.0% | +3.3% | +1.4% |
| 1Y | +14.6% | +13.3% | +1.2% | -0.8% |
| 3Y | +142.0% | +73.4% | +68.6% | +32.0% |
| 5Y | -72.2% | +57.4% | -129.6% | -83.1% |
| All | -63.2% | +141.1% | -204.3% | -85.9% |
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 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