-98.6%
IBG vs VT
+39.1%
-137.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | -2.0% | +0.4% | -2.4% | -2.5% |
| 30D | +7.5% | +1.0% | +6.6% | +6.2% |
| 3M | -7.4% | +2.4% | -9.8% | -10.6% |
| 6M | -76.2% | +12.0% | -88.2% | -79.7% |
| YTD | -89.6% | +15.3% | -104.9% | -91.7% |
| 1Y | -92.8% | +22.6% | -115.4% | -94.8% |
| All | -98.6% | +39.1% | -137.8% | -99.2% |
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