+83.1%
ILTB vs VT
+412.9%
-329.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | 0.0% | -2.3% | +2.4% | 0.0% |
| 30D | +4.4% | -5.0% | +9.3% | +4.3% |
| 3M | -0.8% | -4.9% | +4.1% | -0.9% |
| 6M | -3.3% | -1.5% | -1.7% | -3.3% |
| YTD | -2.7% | +8.5% | -11.2% | -2.4% |
| 1Y | -3.6% | +11.4% | -15.0% | -3.3% |
| 3Y | +15.5% | +70.1% | -54.6% | +18.1% |
| 5Y | -20.8% | +53.7% | -74.5% | -20.1% |
| 10Y | +9.0% | +220.0% | -210.9% | +23.2% |
| All | +83.1% | +412.9% | -329.8% | +137.8% |
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