+1,197.0%
VST vs IBKR
+946.2%
+250.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.2% |
| 7D | +2.0% | -3.8% | +5.8% | +3.8% |
| 30D | +1.5% | -0.3% | +1.8% | +1.1% |
| 3M | +6.3% | +4.8% | +1.5% | +3.1% |
| 6M | -10.3% | +30.8% | -41.1% | -22.2% |
| YTD | -8.6% | +39.5% | -48.1% | -23.3% |
| 1Y | -29.3% | +43.7% | -73.0% | -41.7% |
| 3Y | +344.9% | +284.7% | +60.3% | +150.7% |
| 5Y | +774.8% | +484.9% | +289.9% | +309.2% |
| All | +1,197.0% | +946.2% | +250.8% | +372.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling