+36.2%
IBCP vs VT
+345.0%
-308.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | +1.8% |
| 7D | -1.3% | -4.2% | +2.8% | +3.1% |
| 30D | +2.3% | -5.8% | +8.1% | +8.7% |
| 3M | -4.7% | -5.2% | +0.6% | +0.5% |
| 6M | +10.0% | +0.1% | +9.9% | +8.6% |
| YTD | +15.2% | +8.2% | +7.0% | +4.3% |
| 1Y | +21.6% | +10.1% | +11.5% | +8.0% |
| 3Y | +90.3% | +69.7% | +20.6% | +6.0% |
| 5Y | +82.5% | +53.4% | +29.1% | +11.7% |
| 10Y | +210.1% | +219.2% | -9.1% | -12.2% |
| All | +36.2% | +345.0% | -308.8% | -59.0% |
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