+99.7%
IBOT vs VT
+88.5%
+11.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.8% | +0.4% | -1.3% | -1.4% |
| 30D | -3.8% | +1.0% | -4.8% | -5.1% |
| 3M | -3.4% | +2.4% | -5.8% | -6.3% |
| 6M | +12.1% | +12.0% | +0.1% | -3.8% |
| YTD | +23.6% | +15.3% | +8.3% | +2.0% |
| 1Y | +38.5% | +22.6% | +15.9% | +5.3% |
| 3Y | +81.8% | +74.7% | +7.1% | -12.5% |
| All | +99.7% | +88.5% | +11.2% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling