+387.0%
VNQ vs IBN
+1,381.1%
-994.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | -0.9% | -5.1% | +4.2% | +0.8% |
| 30D | -2.2% | -3.5% | +1.3% | -1.1% |
| 3M | -1.9% | +11.3% | -13.2% | -5.5% |
| 6M | +3.2% | +4.4% | -1.2% | +1.5% |
| YTD | +9.4% | -1.8% | +11.2% | +9.5% |
| 1Y | +7.5% | -8.0% | +15.5% | +9.7% |
| 3Y | +31.1% | +27.1% | +4.0% | +18.7% |
| 5Y | +6.6% | +54.5% | -47.9% | -10.8% |
| 10Y | +63.9% | +314.2% | -250.3% | -10.6% |
| All | +387.0% | +1,381.1% | -994.1% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling