+2,676.5%
IESC vs VT
+226.2%
+2,450.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -10.6% | -1.6% | -9.0% | -8.5% |
| 30D | -40.1% | -2.5% | -37.6% | -37.8% |
| 3M | -43.9% | -1.3% | -42.6% | -42.6% |
| 6M | -38.0% | +3.1% | -41.1% | -39.2% |
| YTD | +4.6% | +10.9% | -6.4% | -5.0% |
| 1Y | +2.8% | +12.1% | -9.2% | -7.2% |
| 3Y | +557.5% | +73.9% | +483.7% | +287.7% |
| 5Y | +694.5% | +58.0% | +636.5% | +416.6% |
| All | +2,676.5% | +226.2% | +2,450.3% | +634.5% |
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