-34.5%
IDX price history and return analytics
+229.8%
-264.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.5% |
| 7D | -1.7% | -1.1% | -0.6% | -0.7% |
| 30D | +2.6% | -1.0% | +3.5% | +3.4% |
| 3M | +10.5% | +3.2% | +7.4% | +7.5% |
| 6M | -18.2% | +12.5% | -30.7% | -26.3% |
| YTD | -29.5% | +14.1% | -43.6% | -37.4% |
| 1Y | -24.4% | +18.9% | -43.4% | -35.4% |
| 3Y | -28.8% | +74.1% | -102.9% | -57.4% |
| 5Y | -28.9% | +66.9% | -95.8% | -56.3% |
| All | -34.5% | +229.8% | -264.3% | -81.2% |
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