+176.8%
IBOC vs VT
+215.5%
-38.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.3% |
| 7D | +1.1% | -2.3% | +3.4% | +3.7% |
| 30D | -0.7% | -5.0% | +4.2% | +4.8% |
| 3M | -9.1% | -4.9% | -4.2% | -4.2% |
| 6M | -5.9% | -1.5% | -4.4% | -5.5% |
| YTD | +3.8% | +8.5% | -4.7% | -7.5% |
| 1Y | +2.5% | +11.4% | -8.9% | -11.6% |
| 3Y | +55.7% | +70.1% | -14.3% | -19.2% |
| 5Y | +67.4% | +53.7% | +13.6% | -2.0% |
| All | +176.8% | +215.5% | -38.8% | -30.3% |
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