+165.3%
IXC vs VT
+214.8%
-49.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.5% | +1.4% |
| 7D | -9.4% | -4.2% | -5.3% | -5.8% |
| 30D | -2.3% | -5.8% | +3.5% | +3.2% |
| 3M | +7.2% | -5.2% | +12.4% | +12.2% |
| 6M | +2.7% | +0.1% | +2.6% | +0.8% |
| YTD | +38.4% | +8.2% | +30.2% | +24.2% |
| 1Y | +42.9% | +10.1% | +32.8% | +25.7% |
| 3Y | +58.8% | +69.7% | -10.9% | -14.0% |
| 5Y | +139.1% | +53.4% | +85.7% | +43.8% |
| All | +165.3% | +214.8% | -49.5% | -30.0% |
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