+125.7%
VMC vs IBN
+385.6%
-259.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -1.3% | +1.9% | -3.1% | -1.8% |
| 30D | +15.5% | +22.1% | -6.6% | +8.3% |
| 3M | +0.6% | +17.1% | -16.5% | -4.5% |
| 6M | +2.1% | +35.5% | -33.5% | -7.4% |
| YTD | -1.6% | +16.8% | -18.4% | -6.7% |
| 1Y | -1.2% | +12.4% | -13.6% | -5.2% |
| 3Y | +35.3% | +58.0% | -22.7% | +14.7% |
| 5Y | +43.6% | +73.7% | -30.1% | +17.5% |
| All | +125.7% | +385.6% | -259.9% | +36.8% |
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