-96.0%
IVVD vs VT
+69.9%
-165.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -14.4% | +0.4% | -14.9% | -14.9% |
| 30D | +36.8% | +1.0% | +35.8% | +34.8% |
| 3M | -25.6% | +2.4% | -28.0% | -28.2% |
| 6M | -51.7% | +12.0% | -63.7% | -58.9% |
| YTD | -66.6% | +15.3% | -81.9% | -72.7% |
| 1Y | -17.2% | +22.6% | -39.8% | -37.8% |
| 3Y | -54.9% | +74.7% | -129.5% | -79.0% |
| 5Y | -98.1% | +66.1% | -164.2% | -98.9% |
| All | -96.0% | +69.9% | -165.9% | -97.9% |
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