+6.6%
IBD vs VT
+53.2%
-46.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.6% |
| 7D | +0.9% | -4.2% | +5.1% | +1.3% |
| 30D | +1.5% | -5.8% | +7.3% | +2.0% |
| 3M | -0.2% | -5.2% | +5.0% | +0.2% |
| 6M | +0.2% | +0.1% | +0.1% | +0.2% |
| YTD | 0.0% | +8.2% | -8.3% | -0.8% |
| 1Y | +1.2% | +10.1% | -8.9% | +0.3% |
| 3Y | +17.3% | +69.7% | -52.3% | +11.0% |
| 5Y | +6.6% | +53.4% | -46.7% | 0.0% |
| All | +6.6% | +53.2% | -46.5% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling