+314.2%
IBN vs VO
+193.0%
+121.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.1% |
| 7D | -5.1% | -0.6% | -4.5% | -4.7% |
| 30D | -3.5% | -1.9% | -1.6% | -2.1% |
| 3M | +11.3% | +3.3% | +8.1% | +8.5% |
| 6M | +4.4% | +9.7% | -5.3% | -2.9% |
| YTD | -1.8% | +12.6% | -14.4% | -10.6% |
| 1Y | -8.0% | +13.6% | -21.6% | -17.1% |
| 3Y | +27.1% | +56.8% | -29.7% | -13.7% |
| 5Y | +54.5% | +42.3% | +12.2% | +12.9% |
| 10Y | +314.2% | +199.2% | +115.1% | +48.5% |
| All | +314.2% | +193.0% | +121.3% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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