+166.8%
IVOV vs VT
+223.7%
-56.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | 0.0% |
| 7D | +0.2% | +0.4% | -0.2% | -0.3% |
| 30D | +5.1% | -2.6% | +7.7% | +8.0% |
| 3M | -1.6% | -3.2% | +1.7% | +1.8% |
| 6M | +4.8% | +0.9% | +3.8% | +3.1% |
| YTD | +13.3% | +11.3% | +2.0% | -0.2% |
| 1Y | +17.1% | +14.0% | +3.1% | +0.4% |
| 3Y | +60.8% | +75.8% | -15.0% | -14.9% |
| 5Y | +43.5% | +57.8% | -14.3% | -14.0% |
| 10Y | +166.8% | +219.8% | -53.0% | -25.4% |
| All | +166.8% | +223.7% | -56.9% | -25.4% |
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