+330.1%
IETC vs VT
+152.6%
+177.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +0.8% |
| 7D | -2.0% | +0.4% | -2.4% | -2.3% |
| 30D | -16.5% | -2.6% | -14.0% | -13.5% |
| 3M | -11.6% | -3.2% | -8.4% | -7.5% |
| 6M | -9.0% | +0.9% | -10.0% | -9.2% |
| YTD | -3.8% | +11.3% | -15.1% | -14.8% |
| 1Y | -4.3% | +14.0% | -18.3% | -17.6% |
| 3Y | +76.4% | +75.8% | +0.6% | -8.2% |
| 5Y | +63.4% | +57.8% | +5.6% | -2.2% |
| All | +330.1% | +152.6% | +177.5% | +52.6% |
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