+54.5%
IBN vs VIG
+62.2%
-7.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -5.1% | -1.2% | -3.9% | -4.2% |
| 30D | -3.5% | -2.8% | -0.7% | -1.4% |
| 3M | +11.3% | +2.5% | +8.8% | +9.2% |
| 6M | +4.4% | +8.1% | -3.7% | -1.6% |
| YTD | -1.8% | +9.6% | -11.4% | -8.3% |
| 1Y | -8.0% | +14.2% | -22.1% | -16.8% |
| 3Y | +27.1% | +56.1% | -29.0% | -12.7% |
| 5Y | +54.5% | +62.8% | -8.3% | +1.4% |
| All | +54.5% | +62.2% | -7.7% | +1.4% |
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