-65.8%
IVA vs VT
+66.2%
-132.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.6% | +0.4% | +1.1% | +1.4% |
| 30D | +1.3% | +1.0% | +0.3% | +0.8% |
| 3M | +13.0% | +2.4% | +10.6% | +11.8% |
| 6M | -20.6% | +12.0% | -32.6% | -24.6% |
| YTD | +2.8% | +15.3% | -12.5% | -3.5% |
| 1Y | -14.6% | +22.6% | -37.2% | -21.3% |
| 3Y | +30.6% | +74.7% | -44.1% | +11.3% |
| All | -65.8% | +66.2% | -132.0% | -69.2% |
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