+541.5%
IYK vs VT
+355.4%
+186.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +1.9% | -0.1% | +2.1% | +1.9% |
| 30D | +8.1% | -3.1% | +11.2% | +10.0% |
| 3M | +7.7% | -3.5% | +11.2% | +9.7% |
| 6M | +12.6% | +0.5% | +12.2% | +11.5% |
| YTD | +20.6% | +10.8% | +9.8% | +11.9% |
| 1Y | +21.3% | +11.9% | +9.4% | +11.8% |
| 3Y | +38.3% | +73.0% | -34.7% | -5.2% |
| 5Y | +42.6% | +58.6% | -16.0% | +2.0% |
| 10Y | +176.0% | +219.2% | -43.2% | +25.3% |
| All | +541.5% | +355.4% | +186.0% | +124.2% |
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