+469.4%
IESC vs VOO
+78.4%
+391.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.3% | +7.4% | +4.3% |
| 7D | -11.3% | +0.1% | -11.4% | -11.2% |
| 30D | -41.5% | -3.3% | -38.2% | -36.3% |
| 3M | -54.4% | -2.4% | -52.0% | -51.4% |
| 6M | -47.8% | +2.6% | -50.4% | -49.8% |
| YTD | -10.6% | +11.3% | -21.9% | -27.2% |
| 1Y | -12.8% | +13.4% | -26.3% | -31.4% |
| 3Y | +469.4% | +80.3% | +389.1% | +87.9% |
| All | +469.4% | +78.4% | +391.0% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 3y: compounded portfolio wealth divided by compounded VOO 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…
3y analysis · Full analysis span regression · 6 months rolling