+436.0%
IYF vs VT
+374.2%
+61.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | +0.5% | +0.4% | 0.0% | 0.0% |
| 30D | +0.4% | +1.0% | -0.6% | -0.7% |
| 3M | +10.9% | +2.4% | +8.5% | +7.5% |
| 6M | +13.3% | +12.0% | +1.3% | -1.1% |
| YTD | +7.9% | +15.3% | -7.4% | -9.0% |
| 1Y | +11.1% | +22.6% | -11.4% | -12.6% |
| 3Y | +86.6% | +74.7% | +11.9% | -2.4% |
| 5Y | +77.0% | +66.1% | +10.9% | -2.2% |
| 10Y | +253.4% | +225.0% | +28.4% | -9.9% |
| All | +436.0% | +374.2% | +61.9% | +5.9% |
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