+74.9%
IBN vs VIG
+64.4%
+10.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.9% | +3.5% | -1.6% | -0.7% |
| 30D | +22.1% | +4.9% | +17.2% | +17.5% |
| 3M | +17.1% | +2.5% | +14.6% | +14.7% |
| 6M | +35.5% | +11.0% | +24.5% | +24.9% |
| YTD | +16.8% | +16.0% | +0.8% | +4.3% |
| 1Y | +12.4% | +17.5% | -5.2% | -0.7% |
| 3Y | +58.0% | +67.0% | -9.0% | +3.2% |
| All | +74.9% | +64.4% | +10.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling