-40.7%
IOYY vs VT
+15.2%
-55.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.5% |
| 7D | -4.6% | -0.3% | -4.3% | -4.3% |
| 30D | -9.2% | -1.4% | -7.7% | -8.1% |
| 3M | -13.8% | -1.4% | -12.4% | -12.8% |
| 6M | -17.7% | +5.5% | -23.2% | -21.8% |
| YTD | -32.9% | +12.8% | -45.7% | -40.3% |
| 1Y | -40.7% | +15.4% | -56.2% | -48.6% |
| All | -40.7% | +15.2% | -55.9% | -48.6% |
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