+129.2%
IEO vs VT
+374.2%
-245.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.9% | +0.4% | +2.4% | +2.2% |
| 30D | +16.9% | +1.0% | +15.9% | +15.3% |
| 3M | +16.8% | +2.4% | +14.4% | +12.2% |
| 6M | +24.5% | +12.0% | +12.5% | +4.8% |
| YTD | +56.8% | +15.3% | +41.4% | +26.9% |
| 1Y | +53.3% | +22.6% | +30.7% | +14.5% |
| 3Y | +49.3% | +74.7% | -25.3% | -29.9% |
| 5Y | +212.2% | +66.1% | +146.1% | +54.2% |
| 10Y | +198.7% | +225.0% | -26.3% | -34.3% |
| All | +129.2% | +374.2% | -245.0% | -72.1% |
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