+414.2%
IYF vs VT
+346.0%
+68.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.9% |
| 7D | +0.8% | -2.3% | +3.1% | +3.4% |
| 30D | +4.6% | -5.0% | +9.6% | +10.6% |
| 3M | -3.2% | -4.9% | +1.7% | +2.1% |
| 6M | +6.9% | -1.5% | +8.4% | +7.9% |
| YTD | +3.5% | +8.5% | -5.0% | -6.7% |
| 1Y | +9.2% | +11.4% | -2.2% | -4.5% |
| 3Y | +82.4% | +70.1% | +12.3% | -2.0% |
| 5Y | +60.5% | +53.7% | +6.8% | -3.4% |
| 10Y | +252.4% | +220.0% | +32.4% | -8.9% |
| All | +414.2% | +346.0% | +68.2% | +8.6% |
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