+817.2%
IBKR vs VT
+221.8%
+595.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.9% |
| 7D | +7.9% | +2.4% | +5.5% | +5.0% |
| 30D | -2.8% | -1.5% | -1.3% | -0.7% |
| 3M | -10.5% | -4.1% | -6.3% | -5.3% |
| 6M | -3.7% | +0.6% | -4.3% | -3.5% |
| YTD | +27.6% | +11.0% | +16.5% | +15.3% |
| 1Y | +22.5% | +13.3% | +9.2% | +8.3% |
| 3Y | +307.2% | +73.4% | +233.8% | +131.5% |
| 5Y | +357.7% | +57.4% | +300.2% | +189.9% |
| All | +817.2% | +221.8% | +595.5% | +172.4% |
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