+349.9%
IOO vs VT
+224.4%
+125.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | -0.2% |
| 7D | -1.9% | -0.7% | -1.2% | -1.2% |
| 30D | -3.4% | -1.7% | -1.7% | -1.7% |
| 3M | -2.7% | -2.3% | -0.4% | -0.5% |
| 6M | +1.1% | +1.5% | -0.4% | -0.5% |
| YTD | +11.8% | +12.0% | -0.2% | -0.2% |
| 1Y | +12.2% | +12.9% | -0.7% | -0.7% |
| 3Y | +90.4% | +74.9% | +15.5% | +9.8% |
| 5Y | +98.4% | +59.9% | +38.5% | +24.7% |
| 10Y | +349.9% | +224.6% | +125.3% | +42.7% |
| All | +349.9% | +224.4% | +125.5% | +42.7% |
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