+180.5%
IYK vs VT
+221.8%
-41.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +2.7% | +2.4% | +0.3% | +1.2% |
| 30D | +6.3% | -1.5% | +7.8% | +7.1% |
| 3M | +8.8% | -4.1% | +12.9% | +11.3% |
| 6M | +12.7% | +0.6% | +12.1% | +11.4% |
| YTD | +22.3% | +11.0% | +11.2% | +13.1% |
| 1Y | +21.6% | +13.3% | +8.2% | +10.8% |
| 3Y | +39.6% | +73.4% | -33.8% | -7.1% |
| 5Y | +44.7% | +57.4% | -12.8% | +2.5% |
| All | +180.5% | +221.8% | -41.3% | +8.5% |
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