+8.2%
IBDT vs VT
+57.0%
-48.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.3% | +2.4% | -2.7% | -0.5% |
| 30D | +0.3% | -1.5% | +1.8% | +0.4% |
| 3M | 0.0% | -4.1% | +4.1% | +0.4% |
| 6M | +1.0% | +0.6% | +0.4% | +0.9% |
| YTD | +1.6% | +11.0% | -9.5% | +0.3% |
| 1Y | +2.5% | +13.3% | -10.9% | +1.0% |
| 3Y | +19.0% | +73.4% | -54.4% | +10.9% |
| All | +8.2% | +57.0% | -48.8% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling