+474.0%
IUSV vs VT
+346.0%
+128.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -1.6% | -2.3% | +0.7% | +0.5% |
| 30D | +2.1% | -5.0% | +7.1% | +6.8% |
| 3M | +0.6% | -4.9% | +5.5% | +5.1% |
| 6M | +5.4% | -1.5% | +6.9% | +6.3% |
| YTD | +12.4% | +8.5% | +3.9% | +3.5% |
| 1Y | +15.8% | +11.4% | +4.5% | +4.1% |
| 3Y | +58.8% | +70.1% | -11.3% | -3.8% |
| 5Y | +66.5% | +53.7% | +12.8% | +10.0% |
| 10Y | +218.0% | +220.0% | -2.0% | +7.4% |
| All | +474.0% | +346.0% | +128.0% | +44.2% |
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