-100.0%
IBIO vs VT
+404.0%
-504.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +3.2% | +1.0% | +2.2% | +2.9% |
| 30D | -7.8% | -0.2% | -7.6% | -7.7% |
| 3M | -24.9% | +4.5% | -29.4% | -25.7% |
| 6M | -50.2% | +14.1% | -64.2% | -51.7% |
| YTD | -32.6% | +14.8% | -47.4% | -34.7% |
| 1Y | +52.9% | +21.2% | +31.7% | +46.9% |
| 3Y | -77.6% | +76.6% | -154.2% | -79.7% |
| 5Y | -99.8% | +66.6% | -166.4% | -99.8% |
| 10Y | -100.0% | +222.3% | -322.2% | -100.0% |
| All | -100.0% | +404.0% | -504.0% | -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 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