+2,190.3%
IESC vs VT
+356.1%
+1,834.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -10.6% | -1.6% | -9.0% | -8.7% |
| 30D | -40.1% | -2.5% | -37.6% | -37.9% |
| 3M | -43.9% | -1.3% | -42.6% | -42.7% |
| 6M | -38.0% | +3.1% | -41.1% | -39.1% |
| YTD | +4.6% | +10.9% | -6.4% | -4.4% |
| 1Y | +2.8% | +12.1% | -9.2% | -6.6% |
| 3Y | +557.5% | +73.9% | +483.7% | +284.4% |
| 5Y | +694.5% | +58.0% | +636.5% | +415.3% |
| 10Y | +2,686.0% | +225.5% | +2,460.6% | +691.9% |
| All | +2,190.3% | +356.1% | +1,834.2% | +266.8% |
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