+62.5%
VWO vs IT
-49.4%
+111.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | +0.4% |
| 7D | -1.8% | -3.7% | +1.9% | -1.6% |
| 30D | -0.1% | +0.1% | -0.2% | -0.2% |
| 3M | +2.2% | +20.7% | -18.4% | +1.1% |
| 6M | +8.8% | +12.0% | -3.2% | +7.9% |
| YTD | +12.4% | -28.8% | +41.2% | +16.8% |
| 1Y | +15.6% | -25.5% | +41.1% | +19.1% |
| 3Y | +62.5% | -48.8% | +111.3% | +76.7% |
| All | +62.5% | -49.4% | +111.9% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3y: compounded portfolio wealth divided by compounded IT 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…
3y analysis · Full analysis span regression · 6 months rolling