+190.2%
IEUS vs VT
+345.0%
-154.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | +1.5% |
| 7D | +0.1% | -4.2% | +4.3% | +4.0% |
| 30D | +2.3% | -5.8% | +8.1% | +7.9% |
| 3M | -2.8% | -5.2% | +2.5% | +2.0% |
| 6M | +0.8% | +0.1% | +0.7% | +0.6% |
| YTD | +6.2% | +8.2% | -2.1% | -1.1% |
| 1Y | +12.4% | +10.1% | +2.2% | +3.0% |
| 3Y | +59.0% | +69.7% | -10.6% | -1.0% |
| 5Y | +14.9% | +53.4% | -38.4% | -21.3% |
| 10Y | +123.5% | +219.2% | -95.7% | -18.9% |
| All | +190.2% | +345.0% | -154.8% | -22.5% |
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 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