+315.4%
IBN vs VEU
+152.3%
+163.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.6% |
| 7D | -5.5% | -1.9% | -3.6% | -3.7% |
| 30D | -3.4% | -0.7% | -2.7% | -2.8% |
| 3M | +8.7% | +4.9% | +3.8% | +3.5% |
| 6M | +3.7% | +9.8% | -6.1% | -6.0% |
| YTD | -2.4% | +15.3% | -17.7% | -15.8% |
| 1Y | -8.1% | +23.0% | -31.1% | -25.9% |
| 3Y | +26.3% | +73.5% | -47.2% | -29.8% |
| 5Y | +54.9% | +54.5% | +0.4% | -2.2% |
| All | +315.4% | +152.3% | +163.0% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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