-9.3%
IBTK vs VT
+132.5%
-141.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | +0.4% | -0.5% | -0.1% |
| 30D | -0.4% | +1.0% | -1.3% | -0.4% |
| 3M | -0.1% | +2.4% | -2.5% | -0.2% |
| 6M | -1.1% | +12.0% | -13.1% | -1.6% |
| YTD | -0.4% | +15.3% | -15.7% | -0.9% |
| 1Y | +0.6% | +22.6% | -22.0% | -0.1% |
| 3Y | +12.1% | +74.7% | -62.5% | +9.6% |
| 5Y | -5.3% | +66.1% | -71.4% | -8.3% |
| All | -9.3% | +132.5% | -141.8% | -11.9% |
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