+56.6%
IBN vs VO
+43.2%
+13.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.2% |
| 7D | -2.2% | +0.6% | -2.8% | -2.6% |
| 30D | -2.3% | -1.1% | -1.2% | -1.7% |
| 3M | +15.9% | +4.5% | +11.3% | +12.6% |
| 6M | +5.6% | +11.1% | -5.5% | -1.1% |
| YTD | -0.1% | +13.5% | -13.6% | -7.7% |
| 1Y | -6.5% | +14.5% | -21.0% | -14.3% |
| 3Y | +29.3% | +58.1% | -28.8% | -6.0% |
| 5Y | +56.6% | +43.3% | +13.3% | +22.9% |
| All | +56.6% | +43.2% | +13.4% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling