+161.9%
IX vs VT
+356.1%
-194.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.2% | -1.6% | +0.4% | +0.4% |
| 30D | -1.7% | -2.5% | +0.8% | +0.8% |
| 3M | -8.7% | -1.3% | -7.4% | -7.6% |
| 6M | +10.4% | +3.1% | +7.3% | +7.1% |
| YTD | +24.8% | +10.9% | +13.9% | +12.7% |
| 1Y | +49.0% | +12.1% | +36.9% | +33.1% |
| 3Y | +113.5% | +73.9% | +39.6% | +22.6% |
| 5Y | +88.2% | +58.0% | +30.3% | +17.5% |
| 10Y | +147.1% | +225.5% | -78.3% | -29.6% |
| All | +161.9% | +356.1% | -194.2% | -40.7% |
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