+63.1%
IBRN vs VT
+96.8%
-33.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.4% | +0.4% | -0.9% | -0.9% |
| 30D | +2.7% | +1.0% | +1.8% | +1.6% |
| 3M | +11.8% | +2.4% | +9.5% | +8.8% |
| 6M | +23.8% | +12.0% | +11.8% | +9.2% |
| YTD | +20.9% | +15.3% | +5.5% | +3.2% |
| 1Y | +54.6% | +22.6% | +32.0% | +23.7% |
| 3Y | +70.3% | +74.7% | -4.4% | -6.4% |
| All | +63.1% | +96.8% | -33.7% | -20.0% |
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