-97.2%
IVVD vs VT
+59.4%
-156.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -4.1% | -3.7% | -1.6% |
| 7D | -2.8% | -4.2% | +1.3% | +3.9% |
| 30D | -27.4% | -5.8% | -21.6% | -20.0% |
| 3M | -3.1% | -5.2% | +2.1% | +6.1% |
| 6M | -57.9% | +0.1% | -58.0% | -57.5% |
| YTD | -76.3% | +8.2% | -84.5% | -78.5% |
| 1Y | -61.5% | +10.1% | -71.6% | -66.0% |
| 3Y | -61.5% | +69.7% | -131.2% | -81.0% |
| 5Y | -97.1% | +53.4% | -150.5% | -98.3% |
| All | -97.2% | +59.4% | -156.6% | -98.3% |
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