-16.2%
IBG vs VT
+5.0%
-21.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.8% | +5.1% |
| 7D | -16.2% | -0.3% | -15.9% | -16.0% |
| 30D | -10.0% | -1.4% | -8.6% | -9.4% |
| 3M | -10.0% | -1.4% | -8.6% | -9.0% |
| 6M | -16.2% | +5.5% | -21.6% | -27.4% |
| All | -16.2% | +5.0% | -21.1% | -27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling