+116.3%
IX vs VT
+66.2%
+50.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.3% |
| YTD | +36.7% | +15.3% | +21.3% | +20.8% |
| 1Y | +53.0% | +22.6% | +30.4% | +28.3% |
| 3Y | +123.5% | +74.7% | +48.8% | +40.5% |
| All | +116.3% | +66.2% | +50.1% | +37.5% |
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