+71.1%
IXC vs VT
+73.6%
-2.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.8% | -1.6% | -0.2% | -1.2% |
| 30D | +5.9% | -2.5% | +8.4% | +6.9% |
| 3M | +11.5% | -1.3% | +12.8% | +11.8% |
| 6M | +10.8% | +3.1% | +7.8% | +8.2% |
| YTD | +48.2% | +10.9% | +37.2% | +37.9% |
| 1Y | +52.2% | +12.1% | +40.2% | +40.6% |
| All | +71.1% | +73.6% | -2.5% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling