-47.7%
IEP vs VT
+345.0%
-392.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.1% | -0.6% |
| 7D | -2.3% | -4.2% | +1.9% | +1.2% |
| 30D | -22.6% | -5.8% | -16.8% | -18.8% |
| 3M | -26.3% | -5.2% | -21.0% | -23.0% |
| 6M | -29.7% | +0.1% | -29.8% | -30.1% |
| YTD | -17.3% | +8.2% | -25.5% | -23.4% |
| 1Y | -25.0% | +10.1% | -35.1% | -31.5% |
| 3Y | -48.1% | +69.7% | -117.8% | -67.2% |
| 5Y | -75.5% | +53.4% | -128.8% | -83.4% |
| 10Y | -45.5% | +219.2% | -264.7% | -80.7% |
| All | -47.7% | +345.0% | -392.7% | -89.2% |
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