+177.8%
IX vs VT
+224.5%
-46.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +2.4% | +0.4% | +2.0% | +2.0% |
| 30D | -3.3% | +1.0% | -4.3% | -4.2% |
| 3M | +0.5% | +2.4% | -1.9% | -1.6% |
| 6M | +21.8% | +12.0% | +9.8% | +10.6% |
| YTD | +36.7% | +15.3% | +21.3% | +21.1% |
| 1Y | +53.0% | +22.6% | +30.4% | +28.6% |
| 3Y | +123.5% | +74.7% | +48.8% | +39.4% |
| 5Y | +115.6% | +66.1% | +49.4% | +39.3% |
| All | +177.8% | +224.5% | -46.7% | +4.4% |
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