-11.5%
IVOL vs VT
+153.1%
-164.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +1.0% | -0.3% | +1.3% | +1.0% |
| 30D | -1.3% | -1.4% | +0.1% | -1.3% |
| 3M | -2.2% | -1.4% | -0.8% | -2.2% |
| 6M | -6.3% | +5.5% | -11.8% | -6.6% |
| YTD | -8.9% | +12.8% | -21.8% | -9.5% |
| 1Y | -8.5% | +15.4% | -23.9% | -9.2% |
| 3Y | -10.7% | +76.9% | -87.6% | -14.3% |
| 5Y | -26.2% | +60.4% | -86.7% | -28.6% |
| All | -11.5% | +153.1% | -164.6% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling