+783.0%
IYC vs VT
+345.0%
+438.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | +0.9% |
| 7D | +3.4% | -4.2% | +7.6% | +7.2% |
| 30D | +7.6% | -5.8% | +13.4% | +13.2% |
| 3M | +1.1% | -5.2% | +6.3% | +5.8% |
| 6M | +2.5% | +0.1% | +2.4% | +2.0% |
| YTD | +1.2% | +8.2% | -7.0% | -5.9% |
| 1Y | +1.4% | +10.1% | -8.7% | -7.1% |
| 3Y | +56.1% | +69.7% | -13.5% | -0.8% |
| 5Y | +23.0% | +53.4% | -30.4% | -13.7% |
| 10Y | +216.9% | +219.2% | -2.3% | +25.6% |
| All | +783.0% | +345.0% | +438.0% | +171.2% |
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 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