+116.0%
IVAL vs VT
+240.6%
-124.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | 0.0% |
| 7D | +1.2% | -0.3% | +1.5% | +1.5% |
| 30D | +2.9% | -1.4% | +4.4% | +4.2% |
| 3M | +2.4% | -1.4% | +3.8% | +3.6% |
| 6M | +9.7% | +5.5% | +4.3% | +4.2% |
| YTD | +20.1% | +12.8% | +7.3% | +7.3% |
| 1Y | +27.6% | +15.4% | +12.2% | +11.6% |
| 3Y | +75.9% | +76.9% | -0.9% | +3.8% |
| 5Y | +71.4% | +60.4% | +11.0% | +10.1% |
| 10Y | +109.7% | +232.8% | -123.1% | -30.7% |
| All | +116.0% | +240.6% | -124.6% | -30.5% |
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