+215.1%
IYM vs VT
+374.2%
-159.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -1.2% | +0.4% | -1.7% | -1.7% |
| 30D | +3.0% | +1.0% | +2.0% | +1.9% |
| 3M | +2.1% | +2.4% | -0.3% | -0.6% |
| 6M | +4.8% | +12.0% | -7.2% | -7.6% |
| YTD | +24.8% | +15.3% | +9.4% | +6.5% |
| 1Y | +30.9% | +22.6% | +8.3% | +4.4% |
| 3Y | +48.6% | +74.7% | -26.1% | -20.3% |
| 5Y | +56.7% | +66.1% | -9.4% | -11.2% |
| 10Y | +179.8% | +225.0% | -45.2% | -24.8% |
| All | +215.1% | +374.2% | -159.1% | -46.6% |
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