+111.3%
IVAL price history and return analytics
+227.5%
-116.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | -1.4% | -2.3% | +0.9% | +0.5% |
| 30D | +1.0% | -5.0% | +5.9% | +5.5% |
| 3M | -0.3% | -4.9% | +4.6% | +4.0% |
| 6M | +4.0% | -1.5% | +5.5% | +4.9% |
| YTD | +17.5% | +8.5% | +9.1% | +8.6% |
| 1Y | +24.6% | +11.4% | +13.2% | +12.4% |
| 3Y | +73.0% | +70.1% | +2.9% | +5.6% |
| 5Y | +68.6% | +53.7% | +14.9% | +12.3% |
| 10Y | +105.1% | +220.0% | -114.8% | -29.9% |
| All | +111.3% | +227.5% | -116.2% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling