-64.0%
ILPT vs VT
+135.5%
-199.6%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | -12.8% | -2.3% | -10.5% | -10.4% |
| 30D | -15.9% | -5.0% | -11.0% | -11.0% |
| 3M | -30.1% | -4.9% | -25.2% | -26.0% |
| 6M | -22.6% | -1.5% | -21.0% | -21.4% |
| YTD | +11.7% | +8.5% | +3.3% | +1.7% |
| 1Y | +14.6% | +11.4% | +3.3% | +1.3% |
| 3Y | +117.2% | +70.1% | +47.1% | +21.2% |
| 5Y | -74.8% | +53.7% | -128.6% | -84.3% |
| All | -64.0% | +135.5% | -199.6% | -85.8% |
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