+75.5%
IYF vs VT
+66.2%
+9.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | +0.5% | +1.0% | -0.5% | -0.4% |
| 30D | -0.6% | -0.2% | -0.3% | -0.4% |
| 3M | +9.8% | +4.5% | +5.2% | +5.0% |
| 6M | +14.1% | +14.1% | +0.1% | -0.1% |
| YTD | +6.4% | +14.8% | -8.4% | -7.5% |
| 1Y | +11.1% | +21.2% | -10.1% | -8.6% |
| 3Y | +85.8% | +76.6% | +9.3% | +4.5% |
| 5Y | +75.5% | +66.6% | +8.9% | +5.3% |
| All | +75.5% | +66.2% | +9.3% | +5.3% |
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 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