+184.0%
IBUY vs VT
+239.5%
-55.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.7% | +0.4% | -3.1% | -3.2% |
| 30D | -2.9% | +1.0% | -3.9% | -4.1% |
| 3M | +6.8% | +2.4% | +4.4% | +3.3% |
| 6M | +9.0% | +12.0% | -3.0% | -6.4% |
| YTD | -3.7% | +15.3% | -19.1% | -20.5% |
| 1Y | -4.2% | +22.6% | -26.8% | -26.9% |
| 3Y | +47.3% | +74.7% | -27.4% | -28.1% |
| 5Y | -38.1% | +66.1% | -104.3% | -66.7% |
| 10Y | +160.4% | +225.0% | -64.6% | -28.8% |
| All | +184.0% | +239.5% | -55.5% | -26.6% |
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