-9.3%
IBTK vs VT
+118.7%
-128.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | 0.0% | -2.3% | +2.3% | +0.1% |
| 30D | +1.3% | -5.0% | +6.2% | +1.4% |
| 3M | -0.1% | -4.9% | +4.8% | +0.1% |
| 6M | -0.6% | -1.5% | +1.0% | -0.5% |
| YTD | -0.4% | +8.5% | -8.8% | -0.7% |
| 1Y | +0.1% | +11.4% | -11.2% | -0.3% |
| 3Y | +14.0% | +70.1% | -56.1% | +11.5% |
| 5Y | -3.6% | +53.7% | -57.3% | -6.4% |
| All | -9.3% | +118.7% | -128.0% | -11.7% |
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