-68.6%
IVR vs VT
+542.1%
-610.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.2% | +2.3% |
| 7D | +1.3% | -0.3% | +1.6% | +1.6% |
| 30D | -1.0% | -1.4% | +0.4% | +0.4% |
| 3M | -21.0% | -1.4% | -19.6% | -20.0% |
| 6M | -24.0% | +5.5% | -29.5% | -28.0% |
| YTD | -22.9% | +12.8% | -35.7% | -31.5% |
| 1Y | -12.0% | +15.4% | -27.4% | -23.6% |
| 3Y | +22.7% | +76.9% | -54.2% | -29.1% |
| 5Y | -57.6% | +60.4% | -118.0% | -72.6% |
| 10Y | -84.8% | +232.8% | -317.5% | -94.3% |
| All | -68.6% | +542.1% | -610.8% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling