-72.6%
IVA vs VT
+128.6%
-201.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -5.0% |
| 7D | -3.2% | +2.4% | -5.5% | -4.3% |
| 30D | +28.2% | -1.5% | +29.7% | +29.4% |
| 3M | -20.0% | -4.1% | -15.9% | -18.2% |
| 6M | -33.6% | +0.6% | -34.1% | -33.7% |
| YTD | -20.9% | +11.0% | -31.9% | -24.8% |
| 1Y | -3.7% | +13.3% | -17.0% | -9.3% |
| 3Y | -0.9% | +73.4% | -74.3% | -19.1% |
| 5Y | -73.4% | +57.4% | -130.9% | -76.3% |
| All | -72.6% | +128.6% | -201.2% | -83.7% |
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 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