-82.1%
IVR vs VT
+224.5%
-306.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.2% | +0.4% | -2.6% | -2.7% |
| 30D | -1.5% | +1.0% | -2.5% | -2.7% |
| 3M | -4.1% | +2.4% | -6.5% | -7.1% |
| 6M | -5.3% | +12.0% | -17.3% | -17.7% |
| YTD | -3.4% | +15.3% | -18.8% | -19.2% |
| 1Y | +11.1% | +22.6% | -11.5% | -13.9% |
| 3Y | +12.6% | +74.7% | -62.0% | -43.6% |
| 5Y | -42.2% | +66.1% | -108.4% | -68.9% |
| All | -82.1% | +224.5% | -306.6% | -94.8% |
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