+1.4%
IBDW vs VT
+61.9%
-60.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | 0.0% | -2.3% | +2.3% | +0.3% |
| 30D | +1.2% | -5.0% | +6.2% | +1.9% |
| 3M | -1.1% | -4.9% | +3.8% | -0.4% |
| 6M | -1.4% | -1.5% | +0.2% | -1.2% |
| YTD | -0.9% | +8.5% | -9.4% | -2.3% |
| 1Y | -0.1% | +11.4% | -11.5% | -1.8% |
| 3Y | +20.9% | +70.1% | -49.2% | +10.3% |
| 5Y | +0.1% | +53.7% | -53.6% | -10.2% |
| All | +1.4% | +61.9% | -60.6% | -8.7% |
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 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