-98.6%
IVDA vs VT
+223.7%
-322.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.6% | +6.3% | +7.0% |
| 7D | -1.0% | +0.4% | -1.4% | -0.8% |
| 30D | -19.3% | -2.6% | -16.7% | -17.3% |
| 3M | -29.7% | -3.2% | -26.5% | -27.4% |
| 6M | -34.0% | +0.9% | -34.9% | -33.4% |
| YTD | -74.1% | +11.3% | -85.4% | -75.4% |
| 1Y | -75.2% | +14.0% | -89.3% | -76.8% |
| 3Y | -95.7% | +75.8% | -171.6% | -96.8% |
| 5Y | -99.6% | +57.8% | -157.5% | -99.7% |
| 10Y | -98.6% | +219.8% | -318.4% | -98.3% |
| All | -98.6% | +223.7% | -322.3% | -98.3% |
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