+84.5%
ISBA vs VT
+53.4%
+31.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.5% | -2.3% | +4.8% | +3.1% |
| 30D | +6.9% | -5.0% | +11.8% | +8.2% |
| 3M | +0.3% | -4.9% | +5.2% | +1.5% |
| 6M | +1.0% | -1.5% | +2.5% | +1.3% |
| YTD | -17.0% | +8.5% | -25.5% | -18.7% |
| 1Y | +4.8% | +11.4% | -6.6% | +2.0% |
| 3Y | +130.0% | +70.1% | +60.0% | +104.8% |
| All | +84.5% | +53.4% | +31.1% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling