+59.9%
IOSP vs VT
+215.5%
-155.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | -21.7% | -2.3% | -19.4% | -20.1% |
| 30D | -19.7% | -5.0% | -14.8% | -15.6% |
| 3M | -14.6% | -4.9% | -9.7% | -10.3% |
| 6M | +1.9% | -1.5% | +3.4% | +2.4% |
| YTD | +3.4% | +8.5% | -5.1% | -7.6% |
| 1Y | +9.0% | +11.4% | -2.4% | -5.7% |
| 3Y | -18.2% | +70.1% | -88.2% | -57.1% |
| 5Y | -10.0% | +53.7% | -63.7% | -47.0% |
| All | +59.9% | +215.5% | -155.6% | -64.0% |
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