-99.0%
IVDA vs VT
+215.5%
-314.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.0% | +5.1% |
| 7D | -9.1% | -2.3% | -6.8% | -7.2% |
| 30D | -28.6% | -5.0% | -23.6% | -25.6% |
| 3M | -33.3% | -4.9% | -28.5% | -30.3% |
| 6M | -42.9% | -1.5% | -41.3% | -41.4% |
| YTD | -76.2% | +8.5% | -84.7% | -77.0% |
| 1Y | -76.5% | +11.4% | -87.8% | -77.6% |
| 3Y | -96.3% | +70.1% | -166.4% | -97.2% |
| 5Y | -99.7% | +53.7% | -153.4% | -99.7% |
| All | -99.0% | +215.5% | -314.6% | -98.5% |
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 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