+166.3%
IBUY vs VT
+224.4%
-58.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -1.3% |
| 7D | -3.9% | -0.7% | -3.2% | -3.1% |
| 30D | +4.7% | -1.7% | +6.4% | +7.0% |
| 3M | -2.0% | -2.3% | +0.4% | +0.9% |
| 6M | +11.5% | +1.5% | +10.0% | +8.7% |
| YTD | -3.1% | +12.0% | -15.2% | -17.2% |
| 1Y | -2.9% | +12.9% | -15.7% | -17.8% |
| 3Y | +62.7% | +74.9% | -12.3% | -21.8% |
| 5Y | -34.9% | +59.9% | -94.8% | -63.7% |
| 10Y | +166.3% | +224.6% | -58.3% | -31.9% |
| All | +166.3% | +224.4% | -58.0% | -31.9% |
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 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