-97.1%
IVVD vs VT
+64.0%
-161.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.6% | +3.3% | +2.0% |
| 7D | +2.4% | +0.4% | +2.1% | +2.3% |
| 30D | -17.3% | -2.6% | -14.7% | -13.4% |
| 3M | -19.4% | -3.2% | -16.2% | -14.5% |
| 6M | -60.3% | +0.9% | -61.2% | -60.4% |
| YTD | -75.9% | +11.3% | -87.2% | -79.0% |
| 1Y | -62.4% | +14.0% | -76.4% | -68.4% |
| 3Y | -57.4% | +75.8% | -133.3% | -80.1% |
| 5Y | -97.0% | +57.8% | -154.9% | -98.3% |
| All | -97.1% | +64.0% | -161.1% | -98.4% |
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