+146.8%
ISMD vs VT
+204.8%
-58.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -0.1% | +0.4% | -0.5% | -0.6% |
| 30D | -2.2% | +1.0% | -3.2% | -3.3% |
| 3M | +3.5% | +2.4% | +1.1% | +0.5% |
| 6M | +17.9% | +12.0% | +5.9% | +3.4% |
| YTD | +28.1% | +15.3% | +12.8% | +8.7% |
| 1Y | +27.3% | +22.6% | +4.7% | +0.8% |
| 3Y | +55.3% | +74.7% | -19.3% | -17.5% |
| 5Y | +56.0% | +66.1% | -10.1% | -12.2% |
| All | +146.8% | +204.8% | -58.1% | -30.9% |
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