-86.0%
IVR vs VT
+221.8%
-307.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.3% |
| 7D | -6.8% | +2.4% | -9.2% | -9.4% |
| 30D | -7.3% | -1.5% | -5.8% | -5.9% |
| 3M | -28.7% | -4.1% | -24.5% | -25.3% |
| 6M | -31.7% | +0.6% | -32.2% | -32.6% |
| YTD | -29.6% | +11.0% | -40.6% | -38.5% |
| 1Y | -19.4% | +13.3% | -32.8% | -31.5% |
| 3Y | +18.0% | +73.4% | -55.4% | -41.0% |
| 5Y | -60.4% | +57.4% | -117.9% | -77.4% |
| All | -86.0% | +221.8% | -307.8% | -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