+117.1%
IVAL price history and return analytics
+236.0%
-118.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.1% | +0.4% |
| 7D | +1.7% | +0.4% | +1.3% | +1.2% |
| 30D | +2.5% | -2.6% | +5.1% | +4.8% |
| 3M | +1.5% | -3.2% | +4.8% | +4.3% |
| 6M | +7.1% | +0.9% | +6.2% | +5.7% |
| YTD | +20.8% | +11.3% | +9.5% | +9.0% |
| 1Y | +26.7% | +14.0% | +12.7% | +11.9% |
| 3Y | +80.6% | +75.8% | +4.7% | +6.9% |
| 5Y | +73.6% | +57.8% | +15.8% | +13.0% |
| 10Y | +107.9% | +219.8% | -111.9% | -28.9% |
| All | +117.1% | +236.0% | -118.9% | -29.4% |
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