-71.7%
IVA vs VT
+123.3%
-195.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.6% |
| 7D | +4.1% | -2.3% | +6.4% | +5.4% |
| 30D | +12.9% | -5.0% | +17.9% | +16.0% |
| 3M | -18.5% | -4.9% | -13.6% | -16.2% |
| 6M | -29.6% | -1.5% | -28.1% | -29.0% |
| YTD | -18.3% | +8.5% | -26.8% | -21.4% |
| 1Y | -9.1% | +11.4% | -20.5% | -13.6% |
| 3Y | +0.7% | +70.1% | -69.4% | -17.0% |
| 5Y | -73.5% | +53.7% | -127.2% | -76.1% |
| All | -71.7% | +123.3% | -195.0% | -82.9% |
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