-51.3%
IEP vs VT
+223.7%
-275.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | 0.0% |
| 7D | -6.0% | +0.4% | -6.4% | -6.3% |
| 30D | -26.1% | -2.6% | -23.5% | -24.6% |
| 3M | -30.3% | -3.2% | -27.1% | -28.5% |
| 6M | -30.9% | +0.9% | -31.9% | -31.8% |
| YTD | -21.8% | +11.3% | -33.1% | -29.1% |
| 1Y | -29.3% | +14.0% | -43.3% | -37.1% |
| 3Y | -49.9% | +75.8% | -125.7% | -69.1% |
| 5Y | -77.0% | +57.8% | -134.8% | -84.5% |
| 10Y | -51.3% | +219.8% | -271.1% | -83.7% |
| All | -51.3% | +223.7% | -275.0% | -83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling