+1,428.5%
IBKR vs VTR
+329.8%
+1,098.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | -0.2% | +1.1% | -1.3% | -0.6% |
| 3M | +3.0% | +7.9% | -4.9% | +0.1% |
| 6M | +33.9% | +6.2% | +27.7% | +30.3% |
| YTD | +42.5% | +17.7% | +24.8% | +34.2% |
| 1Y | +44.9% | +32.9% | +12.0% | +31.0% |
| 3Y | +293.0% | +129.7% | +163.3% | +195.3% |
| 5Y | +497.7% | +89.3% | +408.3% | +368.0% |
| 10Y | +1,004.4% | +99.1% | +905.3% | +648.7% |
| All | +1,428.5% | +329.8% | +1,098.7% | +479.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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