-97.3%
INO vs VT
+345.0%
-442.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.1% | -6.4% | -7.3% |
| 7D | +88.3% | -4.2% | +92.5% | +95.5% |
| 30D | +28.3% | -5.8% | +34.1% | +34.9% |
| 3M | +113.2% | -5.2% | +118.5% | +123.1% |
| 6M | +27.2% | +0.1% | +27.1% | +26.1% |
| YTD | -16.7% | +8.2% | -24.9% | -22.2% |
| 1Y | -36.7% | +10.1% | -46.8% | -41.7% |
| 3Y | -69.8% | +69.7% | -139.5% | -79.6% |
| 5Y | -98.2% | +53.4% | -151.6% | -98.6% |
| 10Y | -98.1% | +219.2% | -317.3% | -99.2% |
| All | -97.3% | +345.0% | -442.2% | -98.8% |
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 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