+1,164.9%
VST vs IBKR
+842.7%
+322.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | +6.6% | +7.9% | -1.3% | +2.8% |
| 30D | -12.4% | -2.8% | -9.6% | -11.1% |
| 3M | -9.0% | -10.5% | +1.5% | -4.6% |
| 6M | -6.4% | -3.7% | -2.7% | -5.8% |
| YTD | -17.2% | +27.6% | -44.8% | -27.6% |
| 1Y | -22.0% | +22.5% | -44.5% | -30.6% |
| 3Y | +296.7% | +307.2% | -10.6% | +120.8% |
| 5Y | +637.6% | +357.7% | +279.9% | +281.7% |
| All | +1,164.9% | +842.7% | +322.2% | +380.8% |
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