+327.7%
IETC vs VT
+151.4%
+176.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | 0.0% |
| 7D | -4.1% | -0.1% | -3.9% | -3.7% |
| 30D | -17.0% | -3.1% | -14.0% | -13.4% |
| 3M | -11.9% | -3.5% | -8.4% | -7.5% |
| 6M | -9.5% | +0.5% | -10.0% | -9.2% |
| YTD | -4.4% | +10.8% | -15.2% | -14.8% |
| 1Y | -7.4% | +11.9% | -19.3% | -18.4% |
| 3Y | +71.6% | +73.0% | -1.4% | -8.9% |
| 5Y | +65.6% | +58.6% | +7.0% | -1.3% |
| All | +327.7% | +151.4% | +176.3% | +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