-58.1%
IVR price history and return analytics
+57.4%
-115.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -2.3% |
| 7D | +2.1% | +0.4% | +1.7% | +1.4% |
| 30D | -2.3% | -2.6% | +0.3% | +0.6% |
| 3M | -22.9% | -3.2% | -19.6% | -20.0% |
| 6M | -26.6% | +0.9% | -27.5% | -27.9% |
| YTD | -23.9% | +11.3% | -35.2% | -34.0% |
| 1Y | -14.0% | +14.0% | -28.0% | -27.8% |
| 3Y | +29.3% | +75.8% | -46.5% | -40.6% |
| 5Y | -58.1% | +57.8% | -116.0% | -78.2% |
| All | -58.1% | +57.4% | -115.5% | -78.2% |
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 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