-98.4%
IVDA vs VT
+224.5%
-322.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.2% | +7.2% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | +3.4% | +1.0% | +2.5% | +3.2% |
| 3M | -11.8% | +2.4% | -14.1% | -12.5% |
| 6M | -3.2% | +12.0% | -15.2% | -9.2% |
| YTD | -64.3% | +15.3% | -79.6% | -67.1% |
| 1Y | -79.6% | +22.6% | -102.2% | -81.7% |
| 3Y | -95.7% | +74.7% | -170.4% | -96.8% |
| 5Y | -99.2% | +66.1% | -165.4% | -99.4% |
| All | -98.4% | +224.5% | -322.9% | -98.4% |
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