+24.3%
ISTB vs VT
+215.5%
-191.2%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.1% | -2.3% | +2.2% | 0.0% |
| 30D | +0.7% | -5.0% | +5.7% | +0.9% |
| 3M | -0.1% | -4.9% | +4.8% | +0.1% |
| 6M | +0.1% | -1.5% | +1.7% | +0.2% |
| YTD | +0.7% | +8.5% | -7.8% | +0.4% |
| 1Y | +1.5% | +11.4% | -9.9% | +1.1% |
| 3Y | +15.2% | +70.1% | -54.9% | +13.0% |
| 5Y | +10.3% | +53.7% | -43.4% | +8.3% |
| All | +24.3% | +215.5% | -191.2% | +19.5% |
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 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