+155.5%
IEV vs VT
+357.8%
-202.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.2% |
| 7D | +0.7% | +2.9% | -2.2% | -2.3% |
| 30D | +3.4% | -2.5% | +5.9% | +6.0% |
| 3M | -3.2% | -3.3% | +0.1% | +0.1% |
| 6M | +3.9% | +1.5% | +2.4% | +2.0% |
| YTD | +8.5% | +11.4% | -2.9% | -3.2% |
| 1Y | +10.8% | +11.9% | -1.1% | -1.6% |
| 3Y | +65.4% | +73.9% | -8.5% | -8.3% |
| 5Y | +52.8% | +57.9% | -5.1% | -6.4% |
| 10Y | +155.9% | +222.6% | -66.7% | -27.9% |
| All | +155.5% | +357.8% | -202.3% | -50.8% |
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