+1,809.2%
IESC price history and return analytics
+214.8%
+1,594.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.1% | -9.8% | -8.5% |
| 7D | -34.9% | -4.2% | -30.8% | -31.0% |
| 30D | -57.4% | -5.8% | -51.6% | -53.7% |
| 3M | -62.9% | -5.2% | -57.6% | -59.9% |
| 6M | -56.0% | +0.1% | -56.1% | -55.2% |
| YTD | -25.2% | +8.2% | -33.4% | -29.7% |
| 1Y | -28.9% | +10.1% | -39.1% | -34.3% |
| 3Y | +370.7% | +69.7% | +301.0% | +187.1% |
| 5Y | +447.2% | +53.4% | +393.8% | +269.8% |
| All | +1,809.2% | +214.8% | +1,594.4% | +444.1% |
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