+22.1%
VMC vs IBN
+29.3%
-7.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.9% |
| 7D | -0.5% | -2.2% | +1.7% | +0.1% |
| 30D | -9.1% | -2.3% | -6.8% | -8.5% |
| 3M | -4.1% | +15.9% | -20.0% | -7.7% |
| 6M | -5.5% | +5.6% | -11.1% | -7.2% |
| YTD | -8.9% | -0.1% | -8.8% | -9.7% |
| 1Y | -12.9% | -6.5% | -6.4% | -12.6% |
| 3Y | +22.1% | +29.3% | -7.2% | +12.6% |
| All | +22.1% | +29.3% | -7.2% | +12.6% |
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