+325.3%
VWO vs IT
+1,644.0%
-1,318.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | +0.2% | -9.1% | +9.3% | +3.4% |
| 30D | +0.9% | -12.2% | +13.1% | +5.1% |
| 3M | +4.3% | +7.8% | -3.5% | -1.8% |
| 6M | +10.5% | +2.0% | +8.6% | +4.7% |
| YTD | +13.4% | -32.7% | +46.1% | +23.8% |
| 1Y | +18.6% | -31.1% | +49.7% | +26.9% |
| 3Y | +65.8% | -52.1% | +117.9% | +95.0% |
| 5Y | +35.2% | -46.3% | +81.5% | +45.7% |
| 10Y | +116.6% | +91.4% | +25.3% | +13.8% |
| All | +325.3% | +1,644.0% | -1,318.7% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling