+17.1%
IBDU vs VT
+129.6%
-112.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +0.8% |
| 7D | +0.1% | -4.2% | +4.3% | +0.6% |
| 30D | +0.8% | -5.8% | +6.6% | +1.5% |
| 3M | -0.6% | -5.2% | +4.7% | +0.1% |
| 6M | +0.1% | +0.1% | 0.0% | 0.0% |
| YTD | +0.6% | +8.2% | -7.6% | -0.6% |
| 1Y | +1.7% | +10.1% | -8.4% | +0.2% |
| 3Y | +18.8% | +69.7% | -50.8% | +9.9% |
| 5Y | +5.0% | +53.4% | -48.4% | -2.1% |
| All | +17.1% | +129.6% | -112.4% | +1.6% |
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