+32.2%
IBDS vs VT
+166.0%
-133.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | 0.0% | -2.6% | +2.6% | +0.2% |
| 3M | +0.4% | -3.2% | +3.6% | +0.7% |
| 6M | +1.4% | +0.9% | +0.4% | +1.2% |
| YTD | +2.4% | +11.3% | -8.9% | +1.3% |
| 1Y | +3.2% | +14.0% | -10.8% | +1.9% |
| 3Y | +18.3% | +75.8% | -57.6% | +11.7% |
| 5Y | +8.6% | +57.8% | -49.2% | +3.2% |
| All | +32.2% | +166.0% | -133.8% | +19.3% |
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