-49.8%
IEP vs VT
+215.5%
-265.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.2% | -7.6% | -7.6% |
| 7D | -8.5% | -2.3% | -6.2% | -6.8% |
| 30D | -28.6% | -5.0% | -23.6% | -25.7% |
| 3M | -33.2% | -4.9% | -28.4% | -30.6% |
| 6M | -31.7% | -1.5% | -30.1% | -31.1% |
| YTD | -23.4% | +8.5% | -31.9% | -29.1% |
| 1Y | -33.0% | +11.4% | -44.4% | -39.3% |
| 3Y | -52.9% | +70.1% | -123.0% | -70.2% |
| 5Y | -77.3% | +53.7% | -131.0% | -84.4% |
| All | -49.8% | +215.5% | -265.3% | -82.6% |
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