+750.4%
IYC vs VT
+374.2%
+376.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -1.8% | +0.4% | -2.2% | -2.1% |
| 30D | -2.7% | +1.0% | -3.6% | -3.5% |
| 3M | -0.2% | +2.4% | -2.6% | -2.4% |
| 6M | -2.1% | +12.0% | -14.1% | -11.5% |
| YTD | -2.5% | +15.3% | -17.9% | -14.2% |
| 1Y | -3.8% | +22.6% | -26.4% | -19.7% |
| 3Y | +44.2% | +74.7% | -30.5% | -10.6% |
| 5Y | +29.0% | +66.1% | -37.1% | -15.4% |
| 10Y | +191.0% | +225.0% | -34.0% | +13.1% |
| All | +750.4% | +374.2% | +376.2% | +147.4% |
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