-29.3%
VST vs IBKR
+43.8%
-73.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.3% |
| 7D | +2.0% | -3.8% | +5.8% | +3.7% |
| 30D | +1.5% | -0.3% | +1.8% | +1.0% |
| 3M | +6.3% | +4.8% | +1.5% | +3.0% |
| 6M | -10.3% | +30.8% | -41.1% | -23.2% |
| YTD | -8.6% | +39.5% | -48.1% | -25.0% |
| 1Y | -29.3% | +43.7% | -73.0% | -37.6% |
| All | -29.3% | +43.8% | -73.2% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling