+66.4%
IUSV vs VT
+53.4%
+13.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -1.6% | -2.3% | +0.7% | +0.2% |
| 30D | +2.1% | -5.0% | +7.1% | +6.2% |
| 3M | +0.6% | -4.9% | +5.5% | +4.5% |
| 6M | +5.4% | -1.5% | +6.9% | +6.2% |
| YTD | +12.4% | +8.5% | +3.9% | +4.5% |
| 1Y | +15.8% | +11.4% | +4.5% | +5.3% |
| 3Y | +58.8% | +70.1% | -11.3% | +0.7% |
| All | +66.4% | +53.4% | +13.0% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling