+481.7%
IVOV vs VT
+438.0%
+43.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | +0.5% | +0.4% | 0.0% | +0.1% |
| 30D | -1.5% | +1.0% | -2.5% | -2.4% |
| 3M | +3.6% | +2.4% | +1.2% | +1.0% |
| 6M | +7.5% | +12.0% | -4.5% | -4.2% |
| YTD | +13.4% | +15.3% | -2.0% | -1.9% |
| 1Y | +14.8% | +22.6% | -7.7% | -6.4% |
| 3Y | +44.2% | +74.7% | -30.5% | -16.5% |
| 5Y | +51.6% | +66.1% | -14.6% | -7.7% |
| 10Y | +166.7% | +225.0% | -58.3% | -8.8% |
| All | +481.7% | +438.0% | +43.6% | +39.7% |
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