+57.5%
IBN vs VT
+59.7%
-2.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.0% | +2.6% |
| 7D | +8.9% | -0.3% | +9.2% | +9.1% |
| 30D | +12.6% | -1.4% | +14.1% | +13.7% |
| 3M | +3.1% | -1.4% | +4.5% | +4.0% |
| 6M | +20.6% | +5.5% | +15.1% | +15.7% |
| YTD | +5.8% | +12.8% | -7.1% | -3.2% |
| 1Y | +3.7% | +15.4% | -11.8% | -6.7% |
| 3Y | +40.3% | +76.9% | -36.6% | -11.2% |
| All | +57.5% | +59.7% | -2.2% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling