+1,868.0%
IESC price history and return analytics
+222.7%
+1,645.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.0% |
| 7D | +19.6% | +2.9% | +16.8% | +15.5% |
| 30D | -37.8% | -2.5% | -35.3% | -35.3% |
| 3M | -54.5% | -3.3% | -51.2% | -52.1% |
| 6M | -49.2% | +1.5% | -50.7% | -49.1% |
| YTD | -10.5% | +11.4% | -21.8% | -18.7% |
| 1Y | -10.5% | +11.9% | -22.4% | -18.9% |
| 3Y | +464.8% | +73.9% | +390.9% | +233.7% |
| 5Y | +541.6% | +57.9% | +483.7% | +318.4% |
| All | +1,868.0% | +222.7% | +1,645.3% | +414.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling