+31.7%
IVES vs VT
+24.3%
+7.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.1% | -4.3% | -1.6% |
| 7D | -14.7% | -4.2% | -10.5% | -8.2% |
| 30D | -21.5% | -5.8% | -15.7% | -13.0% |
| 3M | -13.5% | -5.2% | -8.3% | -5.0% |
| 6M | -2.6% | +0.1% | -2.8% | -1.4% |
| YTD | +5.3% | +8.2% | -2.9% | -5.4% |
| 1Y | -1.0% | +10.1% | -11.2% | -13.6% |
| All | +31.7% | +24.3% | +7.4% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling