+161.6%
IQDF vs VT
+314.6%
-153.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | +0.4% | +0.9% | +1.0% |
| 30D | +2.5% | +1.0% | +1.5% | +1.6% |
| 3M | +5.0% | +2.4% | +2.6% | +2.8% |
| 6M | +12.7% | +12.0% | +0.7% | +1.8% |
| YTD | +21.4% | +15.3% | +6.0% | +6.9% |
| 1Y | +33.1% | +22.6% | +10.5% | +10.9% |
| 3Y | +92.6% | +74.7% | +17.9% | +15.8% |
| 5Y | +74.9% | +66.1% | +8.7% | +9.4% |
| 10Y | +151.9% | +225.0% | -73.1% | -18.8% |
| All | +161.6% | +314.6% | -153.0% | -33.1% |
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