+138.1%
IYT vs VT
+221.8%
-83.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | +3.4% | +2.4% | +1.0% | +0.8% |
| 30D | +5.3% | -1.5% | +6.8% | +6.9% |
| 3M | -4.8% | -4.1% | -0.7% | -0.5% |
| 6M | +6.4% | +0.6% | +5.8% | +5.2% |
| YTD | +13.2% | +11.0% | +2.2% | +0.2% |
| 1Y | +17.8% | +13.3% | +4.5% | +1.9% |
| 3Y | +51.4% | +73.4% | -22.0% | -18.1% |
| 5Y | +27.7% | +57.4% | -29.7% | -22.8% |
| All | +138.1% | +221.8% | -83.7% | -36.3% |
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