+9.4%
IBMR vs VT
+80.8%
-71.3%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | +1.6% | -1.7% | +3.4% | +1.7% |
| 3M | +0.3% | -2.3% | +2.6% | +0.4% |
| 6M | +0.8% | +1.5% | -0.7% | +0.8% |
| YTD | +1.2% | +12.0% | -10.8% | +0.7% |
| 1Y | +1.7% | +12.9% | -11.2% | +1.2% |
| 3Y | +11.7% | +74.9% | -63.2% | +7.9% |
| All | +9.4% | +80.8% | -71.3% | +6.0% |
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 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