-8.9%
IOSP vs VT
+53.2%
-62.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +1.6% |
| 7D | -22.0% | -4.2% | -17.8% | -19.4% |
| 30D | -19.7% | -5.8% | -13.9% | -15.9% |
| 3M | -14.0% | -5.2% | -8.7% | -10.3% |
| 6M | +2.4% | +0.1% | +2.3% | +1.2% |
| YTD | +4.6% | +8.2% | -3.6% | -3.9% |
| 1Y | +9.5% | +10.1% | -0.6% | -1.1% |
| 3Y | -16.9% | +69.7% | -86.6% | -48.9% |
| 5Y | -8.9% | +53.4% | -62.3% | -38.2% |
| All | -8.9% | +53.2% | -62.1% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling