-9.9%
IBTK vs VT
+124.5%
-134.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -1.2% | +2.9% | -4.1% | -1.3% |
| 30D | +0.5% | -2.5% | +3.0% | +0.5% |
| 3M | -1.0% | -3.3% | +2.3% | -0.9% |
| 6M | -0.8% | +1.5% | -2.4% | -0.9% |
| YTD | -1.1% | +11.4% | -12.4% | -1.5% |
| 1Y | -0.7% | +11.9% | -12.6% | -1.1% |
| 3Y | +13.4% | +73.9% | -60.4% | +10.8% |
| 5Y | -4.1% | +57.9% | -62.0% | -7.0% |
| All | -9.9% | +124.5% | -134.4% | -12.4% |
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