+364.2%
IESC vs VOO
+75.0%
+289.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.4% | -9.5% | -3.8% |
| 7D | -34.9% | -4.7% | -30.2% | -27.1% |
| 30D | -57.4% | -5.9% | -51.5% | -50.7% |
| 3M | -62.9% | -4.5% | -58.4% | -58.5% |
| 6M | -56.0% | +1.9% | -57.8% | -57.0% |
| YTD | -25.2% | +8.4% | -33.6% | -35.4% |
| 1Y | -28.9% | +9.5% | -38.4% | -39.5% |
| All | +364.2% | +75.0% | +289.2% | +70.3% |
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