+225.9%
IQM vs VT
+128.0%
+97.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.1% | -7.0% | -5.6% |
| 7D | -19.9% | -4.2% | -15.7% | -14.8% |
| 30D | -31.8% | -5.8% | -26.0% | -25.6% |
| 3M | -27.3% | -5.2% | -22.1% | -21.2% |
| 6M | -28.5% | +0.1% | -28.7% | -27.0% |
| YTD | -9.4% | +8.2% | -17.7% | -15.8% |
| 1Y | -14.2% | +10.1% | -24.4% | -21.8% |
| 3Y | +78.9% | +69.7% | +9.2% | -0.9% |
| 5Y | +39.2% | +53.4% | -14.2% | -12.4% |
| All | +225.9% | +128.0% | +97.9% | +39.5% |
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