-23.5%
IE vs VT
+92.1%
-115.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.6% | +6.4% | +3.6% |
| 7D | +9.3% | +0.4% | +8.9% | +9.0% |
| 30D | -18.9% | -2.6% | -16.3% | -13.4% |
| 3M | -25.0% | -3.2% | -21.8% | -18.3% |
| 6M | -40.6% | +0.9% | -41.5% | -38.8% |
| YTD | -48.3% | +11.3% | -59.6% | -54.4% |
| 1Y | -33.1% | +14.0% | -47.1% | -42.9% |
| 3Y | -17.8% | +75.8% | -93.7% | -62.5% |
| All | -23.5% | +92.1% | -115.6% | -72.1% |
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