+126.1%
IBLC vs VT
+88.5%
+37.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +7.7% | +0.4% | +7.3% | +6.7% |
| 30D | +10.2% | +1.0% | +9.2% | +7.9% |
| 3M | -10.0% | +2.4% | -12.4% | -14.1% |
| 6M | +15.1% | +12.0% | +3.1% | -11.6% |
| YTD | +17.9% | +15.3% | +2.5% | -15.0% |
| 1Y | +18.7% | +22.6% | -3.8% | -25.5% |
| 3Y | +187.2% | +74.7% | +112.5% | -19.4% |
| All | +126.1% | +88.5% | +37.6% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling