+990.2%
IBKR vs VT
+229.8%
+760.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.1% |
| 7D | -1.3% | -1.1% | -0.2% | 0.0% |
| 30D | -0.2% | -1.0% | +0.8% | +1.1% |
| 3M | +3.0% | +3.2% | -0.2% | -0.4% |
| 6M | +33.9% | +12.5% | +21.4% | +17.9% |
| YTD | +42.5% | +14.1% | +28.4% | +24.2% |
| 1Y | +44.9% | +18.9% | +26.0% | +21.0% |
| 3Y | +293.0% | +74.1% | +218.9% | +120.6% |
| 5Y | +497.7% | +66.9% | +430.8% | +252.9% |
| All | +990.2% | +229.8% | +760.4% | +215.4% |
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