-63.3%
ILPT vs VT
+140.5%
-203.8%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.4% |
| 7D | -6.1% | -0.1% | -5.9% | -6.0% |
| 30D | -14.0% | -3.1% | -10.9% | -11.0% |
| 3M | -29.7% | -3.5% | -26.2% | -26.9% |
| 6M | -23.8% | +0.5% | -24.3% | -24.5% |
| YTD | +14.0% | +10.8% | +3.2% | +1.2% |
| 1Y | +13.6% | +11.9% | +1.7% | -0.2% |
| 3Y | +139.5% | +73.0% | +66.5% | +30.9% |
| 5Y | -73.1% | +58.6% | -131.7% | -83.7% |
| All | -63.3% | +140.5% | -203.8% | -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