+32.9%
IBDR vs VT
+204.2%
-171.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.3% |
| 7D | -0.2% | -4.2% | +3.9% | 0.0% |
| 30D | 0.0% | -5.8% | +5.8% | +0.3% |
| 3M | +0.4% | -5.2% | +5.6% | +0.7% |
| 6M | +1.3% | +0.1% | +1.2% | +1.2% |
| YTD | +2.5% | +8.2% | -5.8% | +1.9% |
| 1Y | +3.3% | +10.1% | -6.8% | +2.6% |
| 3Y | +16.2% | +69.7% | -53.5% | +12.0% |
| 5Y | +8.8% | +53.4% | -44.5% | +5.2% |
| 10Y | +33.7% | +219.2% | -185.5% | +27.6% |
| All | +32.9% | +204.2% | -171.3% | +25.9% |
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