+1,934.0%
VRT vs IBN
+315.7%
+1,618.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +10.5% | +1.9% | +8.6% | +9.7% |
| 30D | -9.3% | +22.1% | -31.4% | -17.2% |
| 3M | -29.6% | +17.1% | -46.7% | -34.6% |
| 6M | -45.4% | +35.5% | -80.9% | -52.3% |
| YTD | +24.8% | +16.8% | +8.0% | +15.8% |
| 1Y | +23.6% | +12.4% | +11.2% | +16.6% |
| 3Y | +379.7% | +58.0% | +321.6% | +288.8% |
| 5Y | +660.3% | +73.7% | +586.6% | +498.5% |
| All | +1,934.0% | +315.7% | +1,618.2% | +1,193.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling