+192.9%
IEX vs VT
+215.5%
-22.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +1.8% |
| 7D | -2.9% | -2.3% | -0.6% | -0.8% |
| 30D | -2.5% | -5.0% | +2.4% | +2.2% |
| 3M | -2.9% | -4.9% | +2.0% | +1.7% |
| 6M | +4.7% | -1.5% | +6.3% | +6.0% |
| YTD | +28.9% | +8.5% | +20.4% | +18.8% |
| 1Y | +37.5% | +11.4% | +26.1% | +23.5% |
| 3Y | +21.9% | +70.1% | -48.2% | -26.3% |
| 5Y | +3.0% | +53.7% | -50.8% | -31.8% |
| All | +192.9% | +215.5% | -22.6% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling