+960.0%
IUSG vs VT
+374.2%
+585.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.4% | +0.4% | -0.1% | -0.1% |
| 30D | -0.5% | +1.0% | -1.5% | -1.4% |
| 3M | +0.5% | +2.4% | -1.9% | -1.5% |
| 6M | +17.0% | +12.0% | +5.0% | +5.6% |
| YTD | +14.5% | +15.3% | -0.8% | +0.7% |
| 1Y | +21.6% | +22.6% | -1.0% | +1.2% |
| 3Y | +95.7% | +74.7% | +21.0% | +19.6% |
| 5Y | +82.5% | +66.1% | +16.4% | +18.0% |
| 10Y | +398.6% | +225.0% | +173.6% | +86.5% |
| All | +960.0% | +374.2% | +585.8% | +184.7% |
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