-28.5%
IDX price history and return analytics
+63.7%
-92.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.3% |
| 7D | -1.9% | -2.0% | +0.1% | -0.7% |
| 30D | +5.4% | -1.4% | +6.8% | +6.3% |
| 3M | +11.1% | +4.7% | +6.4% | +8.0% |
| 6M | -18.7% | +11.4% | -30.1% | -23.8% |
| YTD | -29.0% | +13.1% | -42.1% | -34.1% |
| 1Y | -23.0% | +19.0% | -42.1% | -30.8% |
| 3Y | -27.7% | +73.9% | -101.7% | -48.1% |
| 5Y | -28.5% | +65.4% | -93.9% | -47.8% |
| All | -28.5% | +63.7% | -92.1% | -47.8% |
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