-70.6%
IVA vs VT
+128.1%
-198.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.1% |
| 7D | -2.0% | -0.1% | -1.8% | -1.9% |
| 30D | +25.0% | -3.1% | +28.1% | +27.1% |
| 3M | -16.8% | -3.5% | -13.3% | -15.3% |
| 6M | -26.4% | +0.5% | -26.9% | -26.6% |
| YTD | -15.1% | +10.8% | -25.8% | -19.2% |
| 1Y | +5.3% | +11.9% | -6.6% | -0.2% |
| 3Y | +7.0% | +73.0% | -65.9% | -12.5% |
| 5Y | -72.2% | +58.6% | -130.9% | -75.4% |
| All | -70.6% | +128.1% | -198.6% | -82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling