+38.1%
VMC vs IBN
+58.3%
-20.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -4.3% | +11.1% | -15.4% | -7.2% |
| 30D | +16.2% | +23.9% | -7.6% | +9.3% |
| 3M | -0.8% | +16.3% | -17.1% | -5.2% |
| 6M | +1.2% | +34.2% | -33.1% | -6.5% |
| YTD | +0.5% | +17.6% | -17.1% | -5.1% |
| 1Y | -2.9% | +13.8% | -16.8% | -7.8% |
| All | +38.1% | +58.3% | -20.2% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling