+65.7%
IBAT vs VT
+52.6%
+13.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.4% | +0.4% | +1.0% | +0.8% |
| 30D | +1.8% | +1.0% | +0.8% | +0.6% |
| 3M | -11.7% | +2.4% | -14.1% | -13.8% |
| 6M | +21.1% | +12.0% | +9.1% | +6.9% |
| YTD | +44.5% | +15.3% | +29.2% | +23.9% |
| 1Y | +64.1% | +22.6% | +41.5% | +32.4% |
| All | +65.7% | +52.6% | +13.1% | +7.1% |
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 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