+206.3%
IYM vs VT
+357.6%
-151.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | 0.0% |
| 7D | +1.9% | +0.4% | +1.6% | +1.5% |
| 30D | +1.9% | -2.6% | +4.5% | +4.8% |
| 3M | -1.4% | -3.2% | +1.8% | +2.1% |
| 6M | +1.2% | +0.9% | +0.2% | 0.0% |
| YTD | +21.3% | +11.3% | +10.0% | +7.5% |
| 1Y | +32.0% | +14.0% | +18.0% | +14.0% |
| 3Y | +58.3% | +75.8% | -17.6% | -15.9% |
| 5Y | +44.4% | +57.8% | -13.4% | -13.5% |
| 10Y | +173.5% | +219.8% | -46.3% | -25.2% |
| All | +206.3% | +357.6% | -151.3% | -46.1% |
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