-85.7%
IVR vs VT
+224.4%
-310.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -4.5% |
| 7D | -6.5% | -0.7% | -5.8% | -6.0% |
| 30D | -6.5% | -1.7% | -4.7% | -4.8% |
| 3M | -26.7% | -2.3% | -24.4% | -24.9% |
| 6M | -30.1% | +1.5% | -31.6% | -31.9% |
| YTD | -27.9% | +12.0% | -40.0% | -37.8% |
| 1Y | -19.5% | +12.9% | -32.4% | -31.2% |
| 3Y | +20.0% | +74.9% | -54.9% | -40.6% |
| 5Y | -59.7% | +59.9% | -119.7% | -77.4% |
| 10Y | -85.7% | +224.6% | -310.3% | -95.8% |
| All | -85.7% | +224.4% | -310.0% | -95.8% |
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