-11.3%
IVOL vs VT
+142.8%
-154.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.4% |
| 7D | +0.7% | -4.2% | +4.9% | +0.9% |
| 30D | -1.6% | -5.8% | +4.2% | -1.3% |
| 3M | -1.9% | -5.2% | +3.3% | -1.7% |
| 6M | -5.9% | +0.1% | -6.1% | -5.9% |
| YTD | -8.8% | +8.2% | -17.0% | -9.2% |
| 1Y | -7.9% | +10.1% | -18.0% | -8.4% |
| 3Y | -10.6% | +69.7% | -80.2% | -14.0% |
| 5Y | -26.1% | +53.4% | -79.5% | -28.2% |
| All | -11.3% | +142.8% | -154.1% | -21.7% |
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