-72.3%
IVA vs VT
+59.8%
-132.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +3.6% | -0.7% | +4.3% | +4.0% |
| 30D | +28.5% | -1.7% | +30.3% | +29.7% |
| 3M | -15.0% | -2.3% | -12.7% | -14.1% |
| 6M | -30.9% | +1.5% | -32.4% | -31.3% |
| YTD | -13.8% | +12.0% | -25.8% | -17.9% |
| 1Y | +3.6% | +12.9% | -9.3% | -1.7% |
| 3Y | +8.7% | +74.9% | -66.3% | -6.6% |
| 5Y | -72.3% | +59.9% | -132.2% | -75.0% |
| All | -72.3% | +59.8% | -132.0% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling