+220.9%
IUS vs VT
+154.6%
+66.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | +0.2% | +0.4% | -0.3% | -0.2% |
| 30D | +1.4% | +1.0% | +0.4% | +0.5% |
| 3M | +6.3% | +2.4% | +3.9% | +3.9% |
| 6M | +17.4% | +12.0% | +5.4% | +6.1% |
| YTD | +23.6% | +15.3% | +8.2% | +8.8% |
| 1Y | +30.9% | +22.6% | +8.3% | +9.3% |
| 3Y | +77.0% | +74.7% | +2.4% | +8.5% |
| 5Y | +97.2% | +66.1% | +31.0% | +25.6% |
| All | +220.9% | +154.6% | +66.3% | +44.4% |
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