+24.0%
IFEB vs VT
+53.8%
-29.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | +0.3% |
| 7D | -0.9% | -4.2% | +3.3% | +1.3% |
| 30D | -0.8% | -5.8% | +5.0% | +2.2% |
| 3M | -2.5% | -5.2% | +2.8% | +0.3% |
| 6M | +1.7% | +0.1% | +1.5% | +1.4% |
| YTD | +3.2% | +8.2% | -5.0% | -1.2% |
| 1Y | +5.6% | +10.1% | -4.6% | +0.1% |
| All | +24.0% | +53.8% | -29.8% | -2.2% |
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