+129.1%
IVT vs VT
+224.5%
-95.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | -2.6% | +1.0% | -3.5% | -2.8% |
| 3M | -0.3% | +2.4% | -2.6% | -0.9% |
| 6M | +7.2% | +12.0% | -4.8% | +4.3% |
| YTD | +17.4% | +15.3% | +2.1% | +13.4% |
| 1Y | +12.9% | +22.6% | -9.7% | +7.5% |
| 3Y | +49.2% | +74.7% | -25.5% | +32.3% |
| 5Y | +2,914.2% | +66.1% | +2,848.0% | +2,477.4% |
| All | +129.1% | +224.5% | -95.4% | +72.8% |
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