+50.6%
IBKR vs VG
-44.6%
+95.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | +7.9% | +14.0% | -6.1% | +6.8% |
| 30D | -2.8% | -1.0% | -1.8% | -2.9% |
| 3M | -10.5% | -2.7% | -7.8% | -10.6% |
| 6M | -3.7% | +1.5% | -5.2% | -4.9% |
| YTD | +27.6% | +93.7% | -66.1% | +10.2% |
| 1Y | +22.5% | +68.5% | -46.0% | +8.0% |
| All | +50.6% | -44.6% | +95.2% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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