-38.3%
IE vs VT
+75.0%
-113.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.7% |
| 7D | -10.7% | +0.4% | -11.2% | -11.6% |
| 30D | -6.2% | +1.0% | -7.2% | -8.1% |
| 3M | -25.8% | +2.4% | -28.2% | -28.1% |
| 6M | -36.2% | +12.0% | -48.2% | -48.1% |
| YTD | -37.5% | +15.3% | -52.8% | -51.8% |
| 1Y | +12.6% | +22.6% | -10.0% | -22.2% |
| All | -38.3% | +75.0% | -113.3% | -79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling