+34.4%
IBDR vs VT
+215.5%
-181.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.2% | -2.3% | +2.1% | -0.1% |
| 30D | 0.0% | -5.0% | +5.0% | +0.3% |
| 3M | +0.7% | -4.9% | +5.5% | +0.9% |
| 6M | +1.6% | -1.5% | +3.2% | +1.7% |
| YTD | +2.8% | +8.5% | -5.7% | +2.2% |
| 1Y | +3.6% | +11.4% | -7.8% | +2.8% |
| 3Y | +16.9% | +70.1% | -53.2% | +12.6% |
| 5Y | +9.2% | +53.7% | -44.5% | +5.5% |
| All | +34.4% | +215.5% | -181.1% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling