+466.6%
IVOV vs VT
+404.9%
+61.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | +0.8% |
| 7D | -1.6% | -4.2% | +2.6% | +2.5% |
| 30D | +1.7% | -5.8% | +7.5% | +7.7% |
| 3M | -4.1% | -5.2% | +1.2% | +0.9% |
| 6M | +2.2% | +0.1% | +2.0% | +1.6% |
| YTD | +10.4% | +8.2% | +2.2% | +1.5% |
| 1Y | +14.2% | +10.1% | +4.1% | +3.2% |
| 3Y | +51.9% | +69.7% | -17.8% | -9.7% |
| 5Y | +39.4% | +53.4% | -13.9% | -8.4% |
| 10Y | +172.4% | +219.2% | -46.8% | -4.5% |
| All | +466.6% | +404.9% | +61.7% | +44.5% |
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