-85.2%
IVR vs VT
+215.5%
-300.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.2% |
| 7D | +1.9% | -2.3% | +4.2% | +4.6% |
| 30D | -1.6% | -5.0% | +3.3% | +4.2% |
| 3M | -22.6% | -4.9% | -17.7% | -18.1% |
| 6M | -25.2% | -1.5% | -23.6% | -24.3% |
| YTD | -24.4% | +8.5% | -32.9% | -32.1% |
| 1Y | -14.0% | +11.4% | -25.3% | -25.3% |
| 3Y | +21.3% | +70.1% | -48.7% | -37.8% |
| 5Y | -59.7% | +53.7% | -113.4% | -76.2% |
| All | -85.2% | +215.5% | -300.7% | -95.4% |
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