-38.8%
IBTA vs VT
+55.3%
-94.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -2.0% |
| 7D | -4.9% | -0.7% | -4.2% | -3.9% |
| 30D | +39.5% | -1.7% | +41.3% | +42.9% |
| 3M | +63.1% | -2.3% | +65.4% | +67.8% |
| 6M | +80.9% | +1.5% | +79.4% | +77.8% |
| YTD | +163.7% | +12.0% | +151.7% | +125.3% |
| 1Y | +92.8% | +12.9% | +79.9% | +64.1% |
| All | -38.8% | +55.3% | -94.1% | -68.4% |
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