+162.1%
IEV vs VT
+374.2%
-212.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.3% | +0.4% | -0.8% | -0.8% |
| 30D | -0.4% | +1.0% | -1.3% | -1.4% |
| 3M | +4.4% | +2.4% | +2.0% | +1.7% |
| 6M | +7.5% | +12.0% | -4.5% | -4.5% |
| YTD | +11.3% | +15.3% | -4.1% | -4.1% |
| 1Y | +20.8% | +22.6% | -1.8% | -2.4% |
| 3Y | +63.9% | +74.7% | -10.8% | -9.4% |
| 5Y | +56.6% | +66.1% | -9.5% | -8.9% |
| 10Y | +147.6% | +225.0% | -77.4% | -30.6% |
| All | +162.1% | +374.2% | -212.1% | -51.2% |
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