+31.7%
IBDS vs VT
+169.7%
-138.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | +0.1% | -1.4% | +1.5% | +0.2% |
| 3M | +0.1% | -1.4% | +1.5% | +0.3% |
| 6M | +1.1% | +5.5% | -4.4% | +0.6% |
| YTD | +2.0% | +12.8% | -10.8% | +0.8% |
| 1Y | +2.8% | +15.4% | -12.6% | +1.4% |
| 3Y | +17.4% | +76.9% | -59.5% | +10.8% |
| 5Y | +8.2% | +60.4% | -52.2% | +2.7% |
| All | +31.7% | +169.7% | -138.0% | +18.7% |
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