+211.5%
IYC vs VT
+217.6%
-6.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | +3.7% | -0.1% | +3.9% | +3.8% |
| 30D | +8.1% | -3.1% | +11.1% | +11.5% |
| 3M | +1.9% | -3.5% | +5.4% | +5.6% |
| 6M | +3.2% | +0.5% | +2.8% | +2.2% |
| YTD | +3.0% | +10.8% | -7.8% | -8.2% |
| 1Y | +3.2% | +11.9% | -8.7% | -9.0% |
| 3Y | +57.9% | +73.0% | -15.1% | -11.9% |
| 5Y | +28.1% | +58.6% | -30.5% | -21.2% |
| 10Y | +211.5% | +219.2% | -7.7% | +1.5% |
| All | +211.5% | +217.6% | -6.1% | +1.5% |
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