+706.2%
IEX vs VT
+374.2%
+332.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.8% | +0.4% | -3.3% | -3.3% |
| 30D | -5.6% | +1.0% | -6.6% | -6.5% |
| 3M | +3.8% | +2.4% | +1.4% | +1.3% |
| 6M | +7.9% | +12.0% | -4.1% | -3.4% |
| YTD | +27.1% | +15.3% | +11.7% | +10.4% |
| 1Y | +37.7% | +22.6% | +15.1% | +12.9% |
| 3Y | +2.2% | +74.7% | -72.5% | -40.2% |
| 5Y | +7.2% | +66.1% | -58.9% | -34.5% |
| 10Y | +169.9% | +225.0% | -55.1% | -13.7% |
| All | +706.2% | +374.2% | +332.0% | +88.1% |
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