-56.2%
INNV vs VT
+85.3%
-141.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -2.8% |
| 7D | -1.6% | -2.0% | +0.4% | +1.0% |
| 30D | +3.6% | -1.4% | +5.0% | +5.5% |
| 3M | +27.4% | +4.7% | +22.7% | +19.9% |
| 6M | +21.3% | +11.4% | +9.9% | +4.8% |
| YTD | +104.2% | +13.1% | +91.2% | +72.8% |
| 1Y | +155.4% | +19.0% | +136.4% | +101.7% |
| 3Y | +64.9% | +73.9% | -9.1% | -19.5% |
| 5Y | -29.1% | +65.4% | -94.5% | -63.4% |
| All | -56.2% | +85.3% | -141.5% | -80.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling