-74.4%
ILPT vs VT
+53.2%
-127.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.3% | -1.0% |
| 7D | -13.6% | -4.2% | -9.4% | -8.6% |
| 30D | -14.9% | -5.8% | -9.1% | -8.0% |
| 3M | -30.1% | -5.2% | -24.8% | -24.9% |
| 6M | -16.9% | +0.1% | -17.0% | -17.5% |
| YTD | +13.6% | +8.2% | +5.4% | +1.4% |
| 1Y | +16.1% | +10.1% | +6.0% | +1.1% |
| 3Y | +112.2% | +69.7% | +42.6% | +0.9% |
| 5Y | -74.4% | +53.4% | -127.8% | -86.8% |
| All | -74.4% | +53.2% | -127.6% | -86.8% |
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 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