+1,628.0%
IXN vs VT
+374.2%
+1,253.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.7% | +0.4% | +1.2% | +1.2% |
| 30D | +2.1% | +1.0% | +1.2% | +1.2% |
| 3M | -2.0% | +2.4% | -4.4% | -3.6% |
| 6M | +34.7% | +12.0% | +22.7% | +21.4% |
| YTD | +36.3% | +15.3% | +20.9% | +19.5% |
| 1Y | +50.9% | +22.6% | +28.4% | +24.8% |
| 3Y | +134.6% | +74.7% | +59.9% | +39.5% |
| 5Y | +143.4% | +66.1% | +77.3% | +54.7% |
| 10Y | +755.1% | +225.0% | +530.1% | +208.9% |
| All | +1,628.0% | +374.2% | +1,253.8% | +347.3% |
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