+7.2%
VNQ vs IBN
+58.3%
-51.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.1% | +0.2% |
| 7D | -1.3% | -3.0% | +1.7% | -0.4% |
| 30D | -2.6% | -1.5% | -1.1% | -2.2% |
| 3M | -2.0% | +7.9% | -9.9% | -4.3% |
| 6M | +4.3% | +8.6% | -4.3% | +1.5% |
| YTD | +9.2% | -0.6% | +9.8% | +8.9% |
| 1Y | +5.6% | -7.3% | +12.9% | +7.3% |
| 3Y | +30.8% | +26.2% | +4.6% | +18.1% |
| All | +7.2% | +58.3% | -51.1% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling