-35.7%
IBTA vs VT
+56.4%
-92.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +2.3% |
| 7D | +30.1% | -0.3% | +30.4% | +30.7% |
| 30D | +52.4% | -1.4% | +53.9% | +55.1% |
| 3M | +68.8% | -1.4% | +70.2% | +71.4% |
| 6M | +76.6% | +5.5% | +71.1% | +64.9% |
| YTD | +177.3% | +12.8% | +164.5% | +134.4% |
| 1Y | +105.5% | +15.4% | +90.1% | +69.4% |
| All | -35.7% | +56.4% | -92.1% | -67.1% |
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 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