+143.2%
IX vs VT
+214.8%
-71.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | +0.3% |
| 7D | -4.0% | -4.2% | +0.1% | -0.4% |
| 30D | -3.6% | -5.8% | +2.2% | +1.6% |
| 3M | -13.2% | -5.2% | -8.0% | -9.1% |
| 6M | +7.9% | +0.1% | +7.7% | +7.8% |
| YTD | +22.7% | +8.2% | +14.4% | +14.8% |
| 1Y | +45.1% | +10.1% | +35.0% | +33.8% |
| 3Y | +109.7% | +69.7% | +40.1% | +34.2% |
| 5Y | +88.6% | +53.4% | +35.3% | +30.5% |
| All | +143.2% | +214.8% | -71.6% | -12.0% |
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 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