-99.0%
INUV vs VT
+346.0%
-445.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -2.4% | -2.3% | -0.1% | -0.6% |
| 30D | -19.6% | -5.0% | -14.7% | -16.4% |
| 3M | -59.8% | -4.9% | -54.9% | -58.3% |
| 6M | -77.3% | -1.5% | -75.8% | -77.0% |
| YTD | -83.5% | +8.5% | -92.0% | -84.2% |
| 1Y | -84.9% | +11.4% | -96.2% | -85.8% |
| 3Y | -78.4% | +70.1% | -148.5% | -84.7% |
| 5Y | -94.2% | +53.7% | -148.0% | -95.6% |
| 10Y | -96.8% | +220.0% | -316.8% | -98.2% |
| All | -99.0% | +346.0% | -445.0% | -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 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