-0.5%
VRT vs IBKR
+38.4%
-38.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -9.1% |
| 7D | +2.4% | +1.3% | +1.1% | +1.5% |
| 30D | -2.7% | -0.3% | -2.3% | -3.3% |
| 3M | -9.2% | +4.7% | -13.8% | -11.9% |
| 6M | -0.5% | +34.0% | -34.5% | -20.4% |
| All | -0.5% | +38.4% | -38.9% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 6mo: compounded portfolio wealth divided by compounded IBKR 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…
6mo analysis · Full analysis span regression · 6 months rolling