-7.5%
IE vs VT
+99.0%
-106.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.7% |
| 7D | -10.7% | +0.4% | -11.2% | -11.5% |
| 30D | -6.2% | +1.0% | -7.2% | -7.8% |
| 3M | -25.8% | +2.4% | -28.2% | -27.6% |
| 6M | -36.2% | +12.0% | -48.2% | -46.3% |
| YTD | -37.5% | +15.3% | -52.8% | -49.6% |
| 1Y | +12.6% | +22.6% | -10.0% | -17.4% |
| 3Y | -38.0% | +74.7% | -112.6% | -72.6% |
| All | -7.5% | +99.0% | -106.5% | -69.1% |
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 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