+200.7%
IEUS vs VT
+374.2%
-173.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | +0.4% | -1.0% | -0.9% |
| 30D | +0.7% | +1.0% | -0.2% | -0.1% |
| 3M | +2.8% | +2.4% | +0.4% | +0.6% |
| 6M | +7.4% | +12.0% | -4.6% | -3.0% |
| YTD | +10.0% | +15.3% | -5.3% | -3.2% |
| 1Y | +15.9% | +22.6% | -6.7% | -3.5% |
| 3Y | +56.5% | +74.7% | -18.2% | -5.0% |
| 5Y | +15.3% | +66.1% | -50.8% | -26.4% |
| 10Y | +116.3% | +225.0% | -108.7% | -22.9% |
| All | +200.7% | +374.2% | -173.5% | -24.1% |
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 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