-60.8%
IBTA vs VT
+59.9%
-120.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +3.6% | +0.4% | +3.1% | +3.0% |
| 30D | +8.7% | +1.0% | +7.7% | +7.4% |
| 3M | +17.0% | +2.4% | +14.6% | +13.9% |
| 6M | +60.1% | +12.0% | +48.1% | +38.2% |
| YTD | +68.9% | +15.3% | +53.6% | +39.2% |
| 1Y | +45.1% | +22.6% | +22.6% | +10.4% |
| All | -60.8% | +59.9% | -120.7% | -80.5% |
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