-100.0%
IBIO vs VT
+229.8%
-329.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.2% |
| 7D | -7.6% | -1.1% | -6.5% | -6.9% |
| 30D | -17.7% | -1.0% | -16.7% | -17.1% |
| 3M | -27.5% | +3.2% | -30.7% | -29.0% |
| 6M | -50.2% | +12.5% | -62.7% | -53.6% |
| YTD | -37.3% | +14.1% | -51.4% | -41.9% |
| 1Y | +26.0% | +18.9% | +7.1% | +14.4% |
| 3Y | -78.4% | +74.1% | -152.5% | -83.5% |
| 5Y | -99.8% | +66.9% | -166.7% | -99.8% |
| All | -100.0% | +229.8% | -329.7% | -100.0% |
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