-34.9%
IE vs VT
+86.8%
-121.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.1% | -5.3% | -1.0% |
| 7D | -16.5% | -4.2% | -12.3% | -8.4% |
| 30D | -32.3% | -5.8% | -26.5% | -22.6% |
| 3M | -34.0% | -5.2% | -28.7% | -25.0% |
| 6M | -45.0% | +0.1% | -45.2% | -42.3% |
| YTD | -56.0% | +8.2% | -64.2% | -59.0% |
| 1Y | -45.9% | +10.1% | -56.0% | -50.7% |
| 3Y | -35.4% | +69.7% | -105.1% | -68.6% |
| All | -34.9% | +86.8% | -121.7% | -74.9% |
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