-30.7%
IE vs VT
+93.4%
-124.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.5% | -4.7% |
| 7D | -3.6% | -0.7% | -2.9% | -1.7% |
| 30D | -20.3% | -1.7% | -18.5% | -16.4% |
| 3M | -32.7% | -2.3% | -30.4% | -28.1% |
| 6M | -49.7% | +1.5% | -51.3% | -48.9% |
| YTD | -53.2% | +12.0% | -65.2% | -59.3% |
| 1Y | -41.2% | +12.9% | -54.1% | -49.2% |
| 3Y | -24.6% | +74.9% | -99.5% | -65.6% |
| All | -30.7% | +93.4% | -124.1% | -75.0% |
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