+33.8%
VWO vs IT
-42.9%
+76.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | +0.1% |
| 7D | -1.8% | -3.7% | +1.9% | -1.4% |
| 30D | -0.1% | +0.1% | -0.2% | -0.3% |
| 3M | +2.2% | +20.7% | -18.4% | -0.8% |
| 6M | +8.8% | +12.0% | -3.2% | +6.2% |
| YTD | +12.4% | -28.8% | +41.2% | +18.1% |
| 1Y | +15.6% | -25.5% | +41.1% | +19.9% |
| 3Y | +62.5% | -48.8% | +111.3% | +77.7% |
| All | +33.8% | -42.9% | +76.8% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling