+907.3%
IVW vs VT
+345.0%
+562.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.1% | -1.7% | -2.0% |
| 7D | -7.0% | -4.2% | -2.9% | -3.2% |
| 30D | -12.1% | -5.8% | -6.3% | -7.0% |
| 3M | -9.0% | -5.2% | -3.7% | -4.2% |
| 6M | -2.1% | +0.1% | -2.3% | -1.9% |
| YTD | +4.5% | +8.2% | -3.8% | -2.4% |
| 1Y | +4.3% | +10.1% | -5.8% | -4.0% |
| 3Y | +88.0% | +69.7% | +18.3% | +18.4% |
| 5Y | +60.7% | +53.4% | +7.4% | +12.1% |
| 10Y | +384.4% | +219.2% | +165.2% | +86.3% |
| All | +907.3% | +345.0% | +562.3% | +184.0% |
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 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