-93.7%
IQ vs VT
+161.6%
-255.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.5% | +12.3% | +12.5% |
| 7D | +8.8% | +1.0% | +7.8% | +7.2% |
| 30D | -26.0% | -0.2% | -25.8% | -25.7% |
| 3M | -6.3% | +4.5% | -10.8% | -12.0% |
| 6M | -31.7% | +14.1% | -45.7% | -43.4% |
| YTD | -48.7% | +14.8% | -63.5% | -57.9% |
| 1Y | -63.8% | +21.2% | -85.0% | -72.5% |
| 3Y | -78.7% | +76.6% | -155.3% | -90.3% |
| 5Y | -89.8% | +66.6% | -156.4% | -94.7% |
| All | -93.7% | +161.6% | -255.2% | -97.7% |
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