-98.8%
IBG vs VT
+36.1%
-134.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.8% | +4.4% |
| 7D | -16.2% | -0.3% | -15.9% | -15.6% |
| 30D | -10.0% | -1.4% | -8.6% | -8.1% |
| 3M | -10.0% | -1.4% | -8.6% | -8.5% |
| 6M | -16.2% | +5.5% | -21.6% | -22.4% |
| YTD | -91.1% | +12.8% | -103.9% | -92.7% |
| 1Y | -93.4% | +15.4% | -108.9% | -94.9% |
| All | -98.8% | +36.1% | -134.9% | -99.3% |
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