+91.0%
IVT vs VT
+221.8%
-130.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.1% | +2.4% | -2.3% | -0.4% |
| 30D | +6.7% | -1.5% | +8.2% | +7.0% |
| 3M | -5.2% | -4.1% | -1.1% | -4.5% |
| 6M | +3.7% | +0.6% | +3.1% | +3.4% |
| YTD | +14.4% | +11.0% | +3.4% | +11.5% |
| 1Y | +15.9% | +13.3% | +2.5% | +12.4% |
| 3Y | +43.1% | +73.4% | -30.3% | +28.1% |
| 5Y | +53.4% | +57.4% | -4.0% | +32.2% |
| All | +91.0% | +221.8% | -130.7% | +75.0% |
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