+100.8%
IBLC vs VT
+69.4%
+31.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.1% | -5.2% | +1.4% |
| 7D | -15.9% | -4.2% | -11.8% | -5.9% |
| 30D | -30.6% | -5.8% | -24.8% | -18.2% |
| 3M | -26.8% | -5.2% | -21.5% | -14.7% |
| 6M | -35.2% | +0.1% | -35.4% | -33.6% |
| YTD | -21.7% | +8.2% | -29.9% | -32.9% |
| 1Y | -44.5% | +10.1% | -54.6% | -54.2% |
| All | +100.8% | +69.4% | +31.5% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling