+39.8%
IYT vs VT
+66.2%
-26.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | 0.0% | +1.0% | -1.0% | -1.0% |
| 30D | -4.9% | -0.2% | -4.6% | -4.6% |
| 3M | -2.0% | +4.5% | -6.5% | -6.7% |
| 6M | +9.1% | +14.1% | -4.9% | -5.7% |
| YTD | +12.0% | +14.8% | -2.8% | -3.9% |
| 1Y | +18.4% | +21.2% | -2.8% | -4.3% |
| 3Y | +42.1% | +76.6% | -34.5% | -23.4% |
| 5Y | +39.8% | +66.6% | -26.8% | -20.1% |
| All | +39.8% | +66.2% | -26.4% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling