+6.3%
ILTB vs VT
+221.4%
-215.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.3% | +1.0% | -0.7% | +0.2% |
| 30D | -0.5% | -0.2% | -0.2% | -0.4% |
| 3M | -1.6% | +4.5% | -6.1% | -2.1% |
| 6M | -3.3% | +14.1% | -17.3% | -4.6% |
| YTD | -2.1% | +14.8% | -16.9% | -3.6% |
| 1Y | -2.3% | +21.2% | -23.5% | -4.3% |
| 3Y | +9.9% | +76.6% | -66.7% | +3.8% |
| 5Y | -19.7% | +66.6% | -86.3% | -24.6% |
| 10Y | +6.3% | +222.3% | -216.0% | -3.0% |
| All | +6.3% | +221.4% | -215.2% | -3.0% |
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