+32.8%
IBDR vs VT
+224.2%
-191.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +0.3% | +1.0% | -0.6% | +0.3% |
| 3M | +1.0% | +2.4% | -1.4% | +0.8% |
| 6M | +1.9% | +12.0% | -10.1% | +1.2% |
| YTD | +2.4% | +15.3% | -12.9% | +1.5% |
| 1Y | +4.0% | +22.6% | -18.6% | +2.7% |
| 3Y | +16.7% | +74.7% | -58.0% | +12.4% |
| 5Y | +8.2% | +66.1% | -58.0% | +4.1% |
| All | +32.8% | +224.2% | -191.3% | +25.4% |
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