+116.0%
IQDG vs VT
+221.4%
-105.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | +0.6% | +1.0% | -0.4% | -0.3% |
| 30D | -1.5% | -0.2% | -1.2% | -1.3% |
| 3M | +5.9% | +4.5% | +1.3% | +1.7% |
| 6M | +8.6% | +14.1% | -5.5% | -3.5% |
| YTD | +8.2% | +14.8% | -6.5% | -4.2% |
| 1Y | +15.0% | +21.2% | -6.1% | -3.1% |
| 3Y | +42.5% | +76.6% | -34.1% | -14.2% |
| 5Y | +22.9% | +66.6% | -43.7% | -22.3% |
| 10Y | +116.0% | +222.3% | -106.3% | -15.0% |
| All | +116.0% | +221.4% | -105.5% | -15.0% |
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 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