-97.3%
INO vs VT
+374.2%
-471.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.2% | +5.2% |
| 7D | +10.9% | +0.4% | +10.4% | +10.4% |
| 30D | +110.3% | +1.0% | +109.3% | +108.6% |
| 3M | +23.3% | +2.4% | +20.9% | +19.6% |
| 6M | -17.3% | +12.0% | -29.3% | -25.2% |
| YTD | -17.8% | +15.3% | -33.2% | -27.3% |
| 1Y | -48.0% | +22.6% | -70.6% | -56.1% |
| 3Y | -73.5% | +74.7% | -148.2% | -82.5% |
| 5Y | -98.6% | +66.1% | -164.7% | -99.0% |
| 10Y | -98.7% | +225.0% | -323.7% | -99.4% |
| All | -97.3% | +374.2% | -471.5% | -98.9% |
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