+51.9%
IBBQ vs VT
+66.5%
-14.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +0.5% |
| 7D | +3.5% | +0.4% | +3.1% | +3.2% |
| 30D | +6.4% | -2.6% | +9.0% | +9.0% |
| 3M | +10.0% | -3.2% | +13.3% | +13.3% |
| 6M | +26.1% | +0.9% | +25.1% | +24.7% |
| YTD | +31.0% | +11.3% | +19.6% | +18.6% |
| 1Y | +41.3% | +14.0% | +27.3% | +25.3% |
| 3Y | +105.2% | +75.8% | +29.3% | +22.9% |
| 5Y | +56.8% | +57.8% | -1.0% | +2.7% |
| All | +51.9% | +66.5% | -14.6% | -4.2% |
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