+177.7%
IXC vs VT
+231.8%
-54.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.9% | -5.8% |
| 7D | -6.3% | -0.3% | -6.0% | -6.2% |
| 30D | +0.6% | -1.4% | +2.1% | +1.8% |
| 3M | +7.9% | -1.4% | +9.2% | +8.8% |
| 6M | +5.5% | +5.5% | +0.1% | -1.5% |
| YTD | +42.0% | +12.8% | +29.2% | +22.5% |
| 1Y | +47.2% | +15.4% | +31.8% | +23.7% |
| 3Y | +62.9% | +76.9% | -14.0% | -15.2% |
| 5Y | +148.8% | +60.4% | +88.4% | +43.3% |
| 10Y | +177.7% | +232.8% | -55.1% | -30.7% |
| All | +177.7% | +231.8% | -54.1% | -30.7% |
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