+124.8%
IYE vs VT
+374.2%
-249.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | +0.4% | +1.8% | +1.7% |
| 30D | +11.2% | +1.0% | +10.2% | +9.9% |
| 3M | +9.1% | +2.4% | +6.7% | +5.4% |
| 6M | +15.2% | +12.0% | +3.2% | -0.4% |
| YTD | +43.9% | +15.3% | +28.6% | +20.3% |
| 1Y | +46.5% | +22.6% | +23.9% | +14.1% |
| 3Y | +53.6% | +74.7% | -21.1% | -20.4% |
| 5Y | +198.3% | +66.1% | +132.1% | +61.1% |
| 10Y | +150.1% | +225.0% | -74.9% | -33.7% |
| All | +124.8% | +374.2% | -249.3% | -64.8% |
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