+138.0%
VEA vs IR
+288.5%
-150.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | 0.0% |
| 7D | +1.0% | -2.8% | +3.8% | +1.8% |
| 30D | +1.9% | -15.1% | +17.1% | +7.2% |
| 3M | +3.2% | +6.1% | -2.9% | +0.9% |
| 6M | +10.2% | -16.8% | +27.0% | +15.9% |
| YTD | +18.9% | -3.5% | +22.4% | +18.9% |
| 1Y | +29.3% | -3.5% | +32.8% | +29.0% |
| 3Y | +76.8% | +9.5% | +67.3% | +65.3% |
| 5Y | +61.2% | +45.1% | +16.1% | +35.5% |
| All | +138.0% | +288.5% | -150.6% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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