-71.4%
IVA vs VT
+129.2%
-200.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.6% | -0.3% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | +21.5% | -2.6% | +24.1% | +23.3% |
| 3M | -20.0% | -3.2% | -16.8% | -18.6% |
| 6M | -28.5% | +0.9% | -29.4% | -28.8% |
| YTD | -17.4% | +11.3% | -28.7% | -21.6% |
| 1Y | -4.2% | +14.0% | -18.2% | -10.1% |
| 3Y | +2.1% | +75.8% | -73.7% | -17.1% |
| 5Y | -73.1% | +57.8% | -130.9% | -76.0% |
| All | -71.4% | +129.2% | -200.5% | -83.0% |
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