-11.4%
IVOL vs VT
+158.7%
-170.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.3% | +0.4% | -0.2% | +0.3% |
| 30D | -1.9% | +1.0% | -2.9% | -2.0% |
| 3M | -2.7% | +2.4% | -5.1% | -2.9% |
| 6M | -7.8% | +12.0% | -19.8% | -8.3% |
| YTD | -8.8% | +15.3% | -24.1% | -9.4% |
| 1Y | -11.4% | +22.6% | -34.0% | -12.4% |
| 3Y | -7.5% | +74.7% | -82.2% | -11.0% |
| 5Y | -26.9% | +66.1% | -93.1% | -29.4% |
| All | -11.4% | +158.7% | -170.1% | -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