+143.6%
VMC vs IBN
+316.4%
-172.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -3.7% | -5.5% | +1.8% | -2.0% |
| 30D | -12.8% | -3.4% | -9.3% | -11.8% |
| 3M | -7.9% | +8.7% | -16.6% | -10.3% |
| 6M | -7.5% | +3.7% | -11.2% | -8.6% |
| YTD | -11.6% | -2.4% | -9.3% | -11.2% |
| 1Y | -14.3% | -8.1% | -6.2% | -12.4% |
| 3Y | +18.5% | +26.3% | -7.8% | +8.2% |
| 5Y | +46.8% | +54.9% | -8.2% | +25.0% |
| All | +143.6% | +316.4% | -172.8% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling