-100.0%
IVF vs VT
+113.5%
-213.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.2% |
| 7D | +12.0% | -2.3% | +14.4% | +14.2% |
| 30D | -27.5% | -5.0% | -22.6% | -24.3% |
| 3M | -48.6% | -4.9% | -43.7% | -46.4% |
| 6M | -70.4% | -1.5% | -68.9% | -70.4% |
| YTD | -85.8% | +8.5% | -94.3% | -87.1% |
| 1Y | -97.3% | +11.4% | -108.7% | -97.6% |
| 3Y | -100.0% | +70.1% | -170.0% | -100.0% |
| 5Y | -100.0% | +53.7% | -153.7% | -100.0% |
| All | -100.0% | +113.5% | -213.5% | -100.0% |
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