-94.1%
IQ vs VT
+157.2%
-251.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +2.0% |
| 7D | +10.2% | -0.3% | +10.5% | +10.7% |
| 30D | -10.8% | -1.4% | -9.3% | -9.0% |
| 3M | -30.9% | -1.4% | -29.5% | -29.6% |
| 6M | -26.5% | +5.5% | -31.9% | -32.0% |
| YTD | -52.1% | +12.8% | -65.0% | -59.8% |
| 1Y | -58.2% | +15.4% | -73.7% | -66.0% |
| 3Y | -81.6% | +76.9% | -158.5% | -91.6% |
| 5Y | -88.9% | +60.4% | -149.3% | -94.0% |
| All | -94.1% | +157.2% | -251.3% | -97.8% |
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