+517.3%
IVOO vs VT
+426.4%
+90.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | -1.1% |
| 7D | +1.6% | -0.3% | +1.9% | +1.9% |
| 30D | +1.2% | -1.4% | +2.6% | +2.7% |
| 3M | -3.5% | -1.4% | -2.1% | -2.1% |
| 6M | +3.7% | +5.5% | -1.8% | -2.2% |
| YTD | +13.9% | +12.8% | +1.1% | 0.0% |
| 1Y | +17.4% | +15.4% | +1.9% | +0.6% |
| 3Y | +57.1% | +76.9% | -19.8% | -13.5% |
| 5Y | +39.5% | +60.4% | -20.9% | -14.6% |
| 10Y | +192.4% | +232.8% | -40.4% | -11.1% |
| All | +517.3% | +426.4% | +90.9% | +34.5% |
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