+1,024.4%
VRT vs IBN
+56.7%
+967.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +5.4% |
| 7D | +13.6% | -2.2% | +15.8% | +15.2% |
| 30D | +6.8% | -2.3% | +9.0% | +8.2% |
| 3M | -3.2% | +15.9% | -19.1% | -13.0% |
| 6M | +20.3% | +5.6% | +14.7% | +15.3% |
| YTD | +79.6% | -0.1% | +79.7% | +78.2% |
| 1Y | +139.0% | -6.5% | +145.5% | +146.6% |
| 3Y | +644.6% | +29.3% | +615.3% | +478.1% |
| 5Y | +1,024.4% | +56.6% | +967.8% | +625.3% |
| All | +1,024.4% | +56.7% | +967.6% | +625.3% |
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