-15.6%
VMC vs IBN
-5.9%
-9.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.2% |
| 7D | -3.8% | -3.0% | -0.8% | -2.7% |
| 30D | -9.7% | -1.5% | -8.2% | -9.2% |
| 3M | -9.6% | +7.9% | -17.6% | -11.8% |
| 6M | -4.8% | +8.6% | -13.5% | -8.2% |
| YTD | -10.9% | -0.6% | -10.3% | -13.9% |
| 1Y | -15.6% | -7.3% | -8.3% | -18.8% |
| All | -15.6% | -5.9% | -9.7% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling