+104.8%
IVAL vs VT
+214.8%
-110.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +2.7% |
| 7D | -0.1% | -4.2% | +4.0% | +3.6% |
| 30D | +1.8% | -5.8% | +7.6% | +7.2% |
| 3M | +1.1% | -5.2% | +6.3% | +5.8% |
| 6M | +7.4% | +0.1% | +7.3% | +6.7% |
| YTD | +18.9% | +8.2% | +10.7% | +10.1% |
| 1Y | +26.0% | +10.1% | +15.8% | +14.7% |
| 3Y | +74.2% | +69.7% | +4.6% | +6.3% |
| 5Y | +70.6% | +53.4% | +17.3% | +13.8% |
| All | +104.8% | +214.8% | -110.0% | -28.0% |
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