+17.9%
ISMF vs VT
+39.8%
-21.9%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.2% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | -4.4% | -1.4% | -2.9% | -4.1% |
| 3M | -0.5% | -1.4% | +0.9% | -0.3% |
| 6M | -0.9% | +5.5% | -6.4% | -2.1% |
| YTD | +5.7% | +12.8% | -7.2% | +3.0% |
| 1Y | +10.9% | +15.4% | -4.5% | +7.6% |
| All | +17.9% | +39.8% | -21.9% | +11.0% |
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