+9.0%
IBMR vs VT
+75.0%
-66.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.1% | -2.3% | +2.4% | +0.2% |
| 30D | +1.9% | -5.0% | +6.9% | +2.1% |
| 3M | 0.0% | -4.9% | +4.9% | +0.2% |
| 6M | +0.3% | -1.5% | +1.8% | +0.3% |
| YTD | +0.8% | +8.5% | -7.7% | +0.5% |
| 1Y | +1.4% | +11.4% | -10.0% | +0.9% |
| 3Y | +12.6% | +70.1% | -57.5% | +8.9% |
| All | +9.0% | +75.0% | -66.0% | +5.8% |
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