-98.3%
INO vs VT
+223.7%
-322.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.8% | +2.6% | +21.2% | +21.5% |
| 7D | -20.1% | +0.4% | -20.5% | -19.9% |
| 30D | +31.3% | -2.6% | +33.9% | +35.3% |
| 3M | +125.4% | -3.2% | +128.6% | +133.6% |
| 6M | +3.4% | +0.9% | +2.5% | +1.9% |
| YTD | -13.2% | +11.3% | -24.5% | -21.5% |
| 1Y | -28.8% | +14.0% | -42.8% | -36.9% |
| 3Y | -65.0% | +75.8% | -140.9% | -78.0% |
| 5Y | -98.2% | +57.8% | -156.0% | -98.8% |
| 10Y | -98.3% | +219.8% | -318.1% | -99.3% |
| All | -98.3% | +223.7% | -322.0% | -99.3% |
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 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