-41.0%
IBTA vs VT
+50.0%
-91.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.1% | -4.1% | -3.0% |
| 7D | +17.1% | -4.2% | +21.3% | +23.9% |
| 30D | +41.2% | -5.8% | +47.0% | +52.5% |
| 3M | +63.8% | -5.2% | +69.0% | +75.3% |
| 6M | +57.0% | +0.1% | +56.9% | +56.9% |
| YTD | +154.5% | +8.2% | +146.3% | +127.3% |
| 1Y | +94.1% | +10.1% | +84.0% | +70.4% |
| All | -41.0% | +50.0% | -91.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling