+130.8%
IXC vs VT
+356.1%
-225.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.8% | -1.6% | -0.2% | -0.2% |
| 30D | +5.9% | -2.5% | +8.4% | +8.5% |
| 3M | +11.5% | -1.3% | +12.8% | +12.4% |
| 6M | +10.8% | +3.1% | +7.8% | +5.6% |
| YTD | +48.2% | +10.9% | +37.2% | +29.1% |
| 1Y | +52.2% | +12.1% | +40.2% | +31.0% |
| 3Y | +69.9% | +73.9% | -4.0% | -10.9% |
| 5Y | +159.5% | +58.0% | +101.5% | +48.5% |
| 10Y | +188.2% | +225.5% | -37.3% | -23.9% |
| All | +130.8% | +356.1% | -225.3% | -61.0% |
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 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