+180.6%
ISOU vs VT
+177.7%
+2.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.8% | +4.3% |
| 7D | -10.5% | -4.2% | -6.4% | -4.5% |
| 30D | -24.0% | -5.8% | -18.2% | -16.2% |
| 3M | -20.5% | -5.2% | -15.2% | -12.6% |
| 6M | -30.0% | +0.1% | -30.1% | -28.2% |
| YTD | -13.3% | +8.2% | -21.5% | -20.0% |
| 1Y | -8.3% | +10.1% | -18.4% | -17.0% |
| 3Y | -27.7% | +69.7% | -97.4% | -64.6% |
| 5Y | -56.9% | +53.4% | -110.3% | -74.6% |
| All | +180.6% | +177.7% | +2.9% | +31.3% |
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