+396.5%
IOSP vs VT
+345.0%
+51.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +3.2% |
| 7D | -22.0% | -4.2% | -17.8% | -18.3% |
| 30D | -19.7% | -5.8% | -13.9% | -14.2% |
| 3M | -14.0% | -5.2% | -8.7% | -8.8% |
| 6M | +2.4% | +0.1% | +2.3% | +0.7% |
| YTD | +4.6% | +8.2% | -3.6% | -7.3% |
| 1Y | +9.5% | +10.1% | -0.6% | -5.2% |
| 3Y | -16.9% | +69.7% | -86.6% | -58.6% |
| 5Y | -8.9% | +53.4% | -62.3% | -49.4% |
| 10Y | +63.5% | +219.2% | -155.7% | -64.3% |
| All | +396.5% | +345.0% | +51.5% | -31.0% |
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 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