+1,803.9%
IESC price history and return analytics
+363.9%
+1,440.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +1.7% | -18.6% | -18.9% |
| 7D | -25.0% | -0.3% | -24.7% | -25.0% |
| 30D | -50.2% | -1.4% | -48.8% | -49.4% |
| 3M | -55.5% | -1.4% | -54.1% | -54.7% |
| 6M | -46.0% | +5.5% | -51.5% | -48.7% |
| YTD | -13.1% | +12.8% | -25.9% | -22.5% |
| 1Y | -12.7% | +15.4% | -28.1% | -23.8% |
| 3Y | +446.6% | +76.9% | +369.8% | +211.6% |
| 5Y | +562.6% | +60.4% | +502.2% | +319.8% |
| 10Y | +2,208.1% | +232.8% | +1,975.3% | +535.9% |
| All | +1,803.9% | +363.9% | +1,440.1% | +197.3% |
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