+39.1%
IBCP vs VT
+374.2%
-335.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.4% | +0.4% | +0.9% | +0.9% |
| 30D | -2.7% | +1.0% | -3.7% | -3.7% |
| 3M | +10.1% | +2.4% | +7.7% | +6.6% |
| 6M | +7.3% | +12.0% | -4.7% | -5.8% |
| YTD | +17.6% | +15.3% | +2.3% | -0.1% |
| 1Y | +16.6% | +22.6% | -5.9% | -7.4% |
| 3Y | +112.5% | +74.7% | +37.8% | +15.3% |
| 5Y | +118.3% | +66.1% | +52.2% | +23.1% |
| 10Y | +221.8% | +225.0% | -3.2% | -10.4% |
| All | +39.1% | +374.2% | -335.1% | -60.8% |
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