+1,539.4%
IESC price history and return analytics
+345.0%
+1,194.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.1% | -9.8% | -8.9% |
| 7D | -34.9% | -4.2% | -30.8% | -31.3% |
| 30D | -57.4% | -5.8% | -51.6% | -54.0% |
| 3M | -62.9% | -5.2% | -57.6% | -60.1% |
| 6M | -56.0% | +0.1% | -56.1% | -55.3% |
| YTD | -25.2% | +8.2% | -33.4% | -29.4% |
| 1Y | -28.9% | +10.1% | -39.1% | -34.0% |
| 3Y | +370.7% | +69.7% | +301.0% | +183.7% |
| 5Y | +447.2% | +53.4% | +393.8% | +268.0% |
| 10Y | +1,887.4% | +219.2% | +1,668.2% | +479.1% |
| All | +1,539.4% | +345.0% | +1,194.4% | +170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling