+409.5%
IBN vs VEU
+192.1%
+217.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -1.4% |
| 7D | +1.4% | +1.1% | +0.3% | -0.1% |
| 30D | -0.3% | +2.2% | -2.5% | -3.2% |
| 3M | +17.1% | +3.0% | +14.1% | +11.7% |
| 6M | +3.4% | +10.9% | -7.5% | -10.9% |
| YTD | +2.5% | +18.2% | -15.7% | -19.0% |
| 1Y | -4.2% | +28.3% | -32.4% | -32.4% |
| 3Y | +32.4% | +74.6% | -42.2% | -40.1% |
| 5Y | +59.2% | +56.4% | +2.8% | -18.1% |
| 10Y | +345.7% | +153.0% | +192.7% | +15.6% |
| All | +409.5% | +192.1% | +217.3% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling