+15.9%
IBIE vs VT
+75.0%
-59.1%
-1.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -0.3% | -1.1% | +0.9% | -0.2% |
| 30D | -0.1% | -1.0% | +0.9% | -0.1% |
| 3M | -0.1% | +3.2% | -3.3% | -0.2% |
| 6M | +1.0% | +12.5% | -11.5% | +0.7% |
| YTD | +1.8% | +14.1% | -12.2% | +1.5% |
| 1Y | +1.9% | +18.9% | -17.0% | +1.5% |
| All | +15.9% | +75.0% | -59.1% | +12.0% |
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