+65.5%
IBLC vs VT
+84.4%
-18.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -7.3% |
| 7D | -9.7% | -0.3% | -9.4% | -9.0% |
| 30D | -23.1% | -1.4% | -21.7% | -19.8% |
| 3M | -21.5% | -1.4% | -20.1% | -17.8% |
| 6M | -26.0% | +5.5% | -31.5% | -33.7% |
| YTD | -13.7% | +12.8% | -26.6% | -33.7% |
| 1Y | -36.4% | +15.4% | -51.8% | -53.5% |
| 3Y | +117.8% | +76.9% | +40.9% | -40.7% |
| All | +65.5% | +84.4% | -18.9% | -54.0% |
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