-21.9%
IQMX vs VT
+26.2%
-48.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.3% |
| 7D | -8.5% | -2.3% | -6.2% | -5.8% |
| 30D | -24.9% | -5.0% | -19.9% | -21.1% |
| 3M | -14.0% | -4.9% | -9.1% | -9.5% |
| 6M | -28.4% | -1.5% | -26.9% | -25.4% |
| YTD | -23.2% | +8.5% | -31.7% | -20.7% |
| 1Y | -24.9% | +11.4% | -36.3% | -22.5% |
| All | -21.9% | +26.2% | -48.1% | -19.0% |
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 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