+633.3%
IXN vs VT
+215.5%
+417.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.7% |
| 7D | -8.2% | -2.3% | -5.9% | -5.2% |
| 30D | -18.8% | -5.0% | -13.8% | -12.8% |
| 3M | -11.3% | -4.9% | -6.4% | -4.8% |
| 6M | -4.0% | -1.5% | -2.5% | -0.7% |
| YTD | +17.8% | +8.5% | +9.4% | +8.0% |
| 1Y | +18.0% | +11.4% | +6.6% | +4.7% |
| 3Y | +106.0% | +70.1% | +35.9% | +8.9% |
| 5Y | +104.6% | +53.7% | +50.8% | +24.4% |
| All | +633.3% | +215.5% | +417.8% | +97.2% |
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