+140.1%
IXP vs VT
+231.8%
-91.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +1.4% |
| 7D | +0.9% | -0.3% | +1.2% | +1.2% |
| 30D | -7.0% | -1.4% | -5.6% | -5.8% |
| 3M | -7.1% | -1.4% | -5.8% | -6.0% |
| 6M | -9.4% | +5.5% | -14.9% | -14.0% |
| YTD | -8.2% | +12.8% | -21.0% | -18.3% |
| 1Y | -5.1% | +15.4% | -20.5% | -17.3% |
| 3Y | +66.9% | +76.9% | -9.9% | -2.5% |
| 5Y | +40.7% | +60.4% | -19.7% | -9.9% |
| 10Y | +140.1% | +232.8% | -92.7% | -15.5% |
| All | +140.1% | +231.8% | -91.7% | -15.5% |
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 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