+48.4%
IVVM vs VT
+66.7%
-18.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.1% |
| 7D | -1.5% | -2.3% | +0.8% | -0.1% |
| 30D | -3.1% | -5.0% | +1.8% | -0.2% |
| 3M | -1.9% | -4.9% | +3.0% | +1.0% |
| 6M | +1.6% | -1.5% | +3.1% | +2.3% |
| YTD | +6.4% | +8.5% | -2.1% | +0.6% |
| 1Y | +8.3% | +11.4% | -3.1% | +0.7% |
| 3Y | +47.3% | +70.1% | -22.8% | +6.2% |
| All | +48.4% | +66.7% | -18.3% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling