+26.4%
IBUF vs VT
+43.1%
-16.7%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.5% |
| 7D | +0.6% | +0.4% | +0.3% | +0.5% |
| 30D | +0.9% | -2.6% | +3.5% | +1.8% |
| 3M | -1.1% | -3.2% | +2.1% | 0.0% |
| 6M | +4.0% | +0.9% | +3.0% | +3.5% |
| YTD | +8.3% | +11.3% | -3.0% | +4.3% |
| 1Y | +10.8% | +14.0% | -3.2% | +5.8% |
| All | +26.4% | +43.1% | -16.7% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling