-39.3%
VG vs IBN
+10.0%
-49.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.9% |
| 7D | +1.7% | +1.4% | +0.3% | +2.6% |
| 30D | +16.0% | -0.3% | +16.3% | +15.6% |
| 3M | +9.7% | +17.1% | -7.4% | +22.0% |
| 6M | +29.6% | +3.4% | +26.2% | +41.0% |
| YTD | +112.0% | +2.5% | +109.5% | +131.1% |
| 1Y | +12.8% | -4.2% | +17.0% | +22.9% |
| All | -39.3% | +10.0% | -49.3% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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