+422.5%
IYG vs VT
+346.0%
+76.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.7% |
| 7D | +1.0% | -2.3% | +3.3% | +3.9% |
| 30D | +5.3% | -5.0% | +10.2% | +11.8% |
| 3M | -1.6% | -4.9% | +3.3% | +4.3% |
| 6M | +9.0% | -1.5% | +10.5% | +10.2% |
| YTD | +4.1% | +8.5% | -4.4% | -7.0% |
| 1Y | +9.3% | +11.4% | -2.1% | -5.5% |
| 3Y | +90.2% | +70.1% | +20.1% | -3.3% |
| 5Y | +53.6% | +53.7% | -0.1% | -11.2% |
| 10Y | +276.8% | +220.0% | +56.9% | -11.3% |
| All | +422.5% | +346.0% | +76.5% | +8.7% |
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