+14.8%
IBMP vs VT
+135.2%
-120.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.3% |
| 7D | -0.2% | -4.2% | +4.0% | +0.1% |
| 30D | +0.4% | -5.8% | +6.2% | +0.7% |
| 3M | +0.1% | -5.2% | +5.3% | +0.4% |
| 6M | +0.6% | +0.1% | +0.5% | +0.6% |
| YTD | +1.3% | +8.2% | -6.9% | +0.8% |
| 1Y | +2.1% | +10.1% | -8.1% | +1.4% |
| 3Y | +10.1% | +69.7% | -59.6% | +6.0% |
| 5Y | +3.6% | +53.4% | -49.8% | +0.4% |
| All | +14.8% | +135.2% | -120.4% | +3.2% |
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