+94.0%
IBCP vs VT
+74.4%
+19.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.6% |
| 7D | -0.1% | -0.1% | 0.0% | 0.0% |
| 30D | +4.4% | -3.1% | +7.4% | +6.8% |
| 3M | -2.6% | -3.5% | +0.9% | 0.0% |
| 6M | +7.7% | +0.5% | +7.2% | +6.3% |
| YTD | +16.2% | +10.8% | +5.4% | +4.5% |
| 1Y | +21.5% | +11.9% | +9.6% | +8.1% |
| 3Y | +94.0% | +73.0% | +21.1% | -11.9% |
| All | +94.0% | +74.4% | +19.6% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling