+386.3%
IVW vs VT
+223.7%
+162.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | -0.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | -8.4% | -2.6% | -5.8% | -5.5% |
| 3M | -6.3% | -3.2% | -3.0% | -2.6% |
| 6M | -1.8% | +0.9% | -2.8% | -2.6% |
| YTD | +8.3% | +11.3% | -3.1% | -3.7% |
| 1Y | +9.9% | +14.0% | -4.1% | -4.8% |
| 3Y | +94.3% | +75.8% | +18.4% | +5.0% |
| 5Y | +67.4% | +57.8% | +9.5% | +2.5% |
| 10Y | +386.3% | +219.8% | +166.5% | +49.8% |
| All | +386.3% | +223.7% | +162.6% | +49.8% |
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