-0.4%
IBTJ vs VOO
+192.1%
-192.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | -0.1% |
| 7D | +0.1% | +0.5% | -0.5% | +0.1% |
| 30D | -0.1% | -0.9% | +0.8% | -0.2% |
| 3M | +0.5% | +3.9% | -3.4% | +0.6% |
| 6M | -0.3% | +14.5% | -14.9% | +0.1% |
| YTD | +0.2% | +13.0% | -12.7% | +0.7% |
| 1Y | +1.0% | +19.4% | -18.4% | +1.7% |
| 3Y | +13.5% | +78.9% | -65.4% | +16.2% |
| 5Y | -1.6% | +82.3% | -83.9% | +0.6% |
| All | -0.4% | +192.1% | -192.5% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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