-40.7%
IBTA vs VT
+50.4%
-91.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | +19.5% | -2.3% | +21.8% | +23.5% |
| 30D | +39.9% | -5.0% | +44.9% | +49.4% |
| 3M | +61.6% | -4.9% | +66.5% | +72.1% |
| 6M | +57.1% | -1.5% | +58.6% | +60.4% |
| YTD | +155.7% | +8.5% | +147.2% | +127.6% |
| 1Y | +100.2% | +11.4% | +88.9% | +73.0% |
| All | -40.7% | +50.4% | -91.1% | -68.1% |
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