+20.0%
IBD vs VT
+182.8%
-162.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | +1.7% | -1.4% | +3.2% | +1.8% |
| 3M | -0.4% | -1.4% | +1.0% | -0.3% |
| 6M | -0.1% | +5.5% | -5.5% | -0.5% |
| YTD | -0.2% | +12.8% | -13.1% | -1.1% |
| 1Y | +0.8% | +15.4% | -14.7% | -0.3% |
| 3Y | +17.1% | +76.9% | -59.8% | +12.1% |
| 5Y | +6.6% | +60.4% | -53.8% | +2.3% |
| All | +20.0% | +182.8% | -162.8% | +11.5% |
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