-59.3%
IVR vs VT
+53.2%
-112.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +3.7% |
| 7D | +0.4% | -4.2% | +4.5% | +5.4% |
| 30D | -2.4% | -5.8% | +3.4% | +4.5% |
| 3M | -22.2% | -5.2% | -17.0% | -17.3% |
| 6M | -24.6% | +0.1% | -24.7% | -25.4% |
| YTD | -23.7% | +8.2% | -32.0% | -31.7% |
| 1Y | -13.3% | +10.1% | -23.4% | -24.1% |
| 3Y | +21.4% | +69.7% | -48.3% | -41.7% |
| 5Y | -59.3% | +53.4% | -112.7% | -78.1% |
| All | -59.3% | +53.2% | -112.5% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling