-73.0%
IVA vs VT
+122.8%
-195.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.1% | -4.1% |
| 7D | -2.7% | -4.2% | +1.5% | -0.5% |
| 30D | +4.9% | -5.8% | +10.7% | +8.3% |
| 3M | -23.1% | -5.2% | -17.8% | -20.9% |
| 6M | -33.0% | +0.1% | -33.2% | -33.0% |
| YTD | -21.9% | +8.2% | -30.2% | -24.8% |
| 1Y | -11.5% | +10.1% | -21.6% | -15.4% |
| 3Y | -6.9% | +69.7% | -76.6% | -23.1% |
| 5Y | -74.7% | +53.4% | -128.1% | -77.1% |
| All | -73.0% | +122.8% | -195.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling