-60.9%
ILPT vs VT
+145.0%
-205.9%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.9% |
| 7D | -12.3% | -0.3% | -12.0% | -12.0% |
| 30D | -8.1% | -1.4% | -6.6% | -6.6% |
| 3M | -24.7% | -1.4% | -23.3% | -23.5% |
| 6M | -12.2% | +5.5% | -17.7% | -17.5% |
| YTD | +21.4% | +12.8% | +8.5% | +5.6% |
| 1Y | +27.6% | +15.4% | +12.1% | +8.2% |
| 3Y | +126.7% | +76.9% | +49.8% | +20.9% |
| 5Y | -74.2% | +60.4% | -134.6% | -84.6% |
| All | -60.9% | +145.0% | -205.9% | -85.3% |
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