-99.6%
IVDA vs VT
+53.4%
-153.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.0% | +5.0% |
| 7D | -9.1% | -2.3% | -6.8% | -6.5% |
| 30D | -28.6% | -5.0% | -23.6% | -24.3% |
| 3M | -33.3% | -4.9% | -28.5% | -29.0% |
| 6M | -42.9% | -1.5% | -41.3% | -40.8% |
| YTD | -76.2% | +8.5% | -84.7% | -77.4% |
| 1Y | -76.5% | +11.4% | -87.8% | -78.0% |
| 3Y | -96.3% | +70.1% | -166.4% | -97.4% |
| All | -99.6% | +53.4% | -153.1% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling