+206.4%
IYJ vs VT
+224.4%
-18.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | -0.1% |
| 7D | +0.2% | -0.7% | +0.9% | +1.0% |
| 30D | +3.1% | -1.7% | +4.8% | +5.0% |
| 3M | -3.8% | -2.3% | -1.4% | -1.4% |
| 6M | +2.6% | +1.5% | +1.0% | +0.6% |
| YTD | +9.7% | +12.0% | -2.3% | -3.2% |
| 1Y | +11.6% | +12.9% | -1.3% | -2.4% |
| 3Y | +63.2% | +74.9% | -11.8% | -11.3% |
| 5Y | +50.7% | +59.9% | -9.2% | -9.5% |
| 10Y | +206.4% | +224.6% | -18.3% | -10.8% |
| All | +206.4% | +224.4% | -18.0% | -10.8% |
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