+183.4%
IBUY vs VT
+219.3%
-35.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -1.1% |
| 7D | +1.1% | -2.3% | +3.4% | +4.2% |
| 30D | +6.9% | -5.0% | +11.9% | +14.1% |
| 3M | -1.2% | -4.9% | +3.7% | +5.3% |
| 6M | +6.0% | -1.5% | +7.5% | +7.6% |
| YTD | -3.9% | +8.5% | -12.4% | -14.2% |
| 1Y | +1.5% | +11.4% | -9.9% | -12.4% |
| 3Y | +60.9% | +70.1% | -9.2% | -18.9% |
| 5Y | -36.3% | +53.7% | -90.0% | -62.3% |
| 10Y | +168.8% | +220.0% | -51.2% | -23.8% |
| All | +183.4% | +219.3% | -35.9% | -20.7% |
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