+355.7%
IBN vs VT
+215.5%
+140.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.0% |
| 7D | +15.1% | -2.3% | +17.4% | +17.2% |
| 30D | +21.6% | -5.0% | +26.6% | +26.9% |
| 3M | +11.2% | -4.9% | +16.1% | +15.9% |
| 6M | +27.8% | -1.5% | +29.3% | +28.5% |
| YTD | +14.7% | +8.5% | +6.2% | +5.5% |
| 1Y | +14.4% | +11.4% | +3.0% | +2.6% |
| 3Y | +52.1% | +70.1% | -18.0% | -11.9% |
| 5Y | +70.7% | +53.7% | +17.0% | +9.7% |
| All | +355.7% | +215.5% | +140.2% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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