-13.6%
IVOL vs VT
+148.5%
-162.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -2.5% | -0.1% | -2.3% | -2.5% |
| 30D | -2.5% | -3.1% | +0.5% | -2.4% |
| 3M | -4.3% | -3.5% | -0.8% | -4.1% |
| 6M | -7.9% | +0.5% | -8.3% | -7.9% |
| YTD | -11.1% | +10.8% | -21.9% | -11.6% |
| 1Y | -10.6% | +11.9% | -22.5% | -11.1% |
| 3Y | -10.0% | +73.0% | -82.9% | -13.5% |
| 5Y | -27.9% | +58.6% | -86.5% | -30.1% |
| All | -13.6% | +148.5% | -162.1% | -23.8% |
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 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