+188.2%
IQDY vs VT
+290.0%
-101.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | -1.4% | -2.3% | +0.9% | +0.8% |
| 30D | -5.6% | -5.0% | -0.6% | -0.9% |
| 3M | -7.4% | -4.9% | -2.5% | -2.9% |
| 6M | -4.2% | -1.5% | -2.7% | -2.5% |
| YTD | +10.8% | +8.5% | +2.3% | +3.3% |
| 1Y | +15.8% | +11.4% | +4.4% | +5.3% |
| 3Y | +81.8% | +70.1% | +11.7% | +11.9% |
| 5Y | +67.2% | +53.7% | +13.5% | +12.7% |
| 10Y | +171.2% | +220.0% | -48.8% | -4.1% |
| All | +188.2% | +290.0% | -101.8% | -7.7% |
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