-1.3%
ISBA vs VT
+15.2%
-16.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +4.4% |
| 7D | +6.4% | -0.3% | +6.7% | +6.5% |
| 30D | +10.6% | -1.4% | +12.1% | +11.1% |
| 3M | +3.9% | -1.4% | +5.3% | +4.4% |
| 6M | +5.1% | +5.5% | -0.4% | +2.1% |
| YTD | -14.5% | +12.8% | -27.3% | -19.6% |
| 1Y | -1.3% | +15.4% | -16.8% | -8.0% |
| All | -1.3% | +15.2% | -16.5% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling