+1,824.1%
IESC price history and return analytics
+221.8%
+1,602.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.9% |
| 7D | +7.5% | +2.4% | +5.1% | +4.5% |
| 30D | -36.1% | -1.5% | -34.6% | -34.4% |
| 3M | -54.5% | -4.1% | -50.4% | -51.5% |
| 6M | -49.8% | +0.6% | -50.3% | -49.1% |
| YTD | -12.5% | +11.0% | -23.5% | -20.2% |
| 1Y | -5.0% | +13.3% | -18.3% | -15.3% |
| 3Y | +445.7% | +73.4% | +372.3% | +223.7% |
| 5Y | +527.3% | +57.4% | +469.9% | +310.7% |
| All | +1,824.1% | +221.8% | +1,602.3% | +405.0% |
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