+115.2%
IEO vs VT
+346.0%
-230.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | -14.2% | -2.3% | -11.8% | -11.9% |
| 30D | -7.4% | -5.0% | -2.5% | -1.9% |
| 3M | +8.6% | -4.9% | +13.5% | +14.5% |
| 6M | +12.1% | -1.5% | +13.7% | +11.9% |
| YTD | +47.2% | +8.5% | +38.7% | +27.5% |
| 1Y | +47.2% | +11.4% | +35.8% | +23.2% |
| 3Y | +44.8% | +70.1% | -25.3% | -30.3% |
| 5Y | +128.3% | +53.7% | +74.6% | +23.3% |
| 10Y | +190.4% | +220.0% | -29.5% | -35.6% |
| All | +115.2% | +346.0% | -230.8% | -72.0% |
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 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