+697.1%
IESC vs VT
+57.9%
+639.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -10.6% | -1.6% | -9.0% | -7.9% |
| 30D | -40.1% | -2.5% | -37.6% | -37.1% |
| 3M | -43.9% | -1.3% | -42.6% | -42.2% |
| 6M | -38.0% | +3.1% | -41.1% | -39.7% |
| YTD | +4.6% | +10.9% | -6.4% | -7.7% |
| 1Y | +2.8% | +12.1% | -9.2% | -10.1% |
| 3Y | +557.5% | +73.9% | +483.7% | +256.0% |
| All | +697.1% | +57.9% | +639.2% | +389.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling