-22.0%
VST vs IBKR
+13.3%
-35.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | +6.6% | +7.9% | -1.3% | +2.7% |
| 30D | -12.4% | -2.8% | -9.6% | -11.5% |
| 3M | -9.0% | -10.5% | +1.5% | -5.4% |
| 6M | -6.4% | -3.7% | -2.7% | -6.3% |
| YTD | -17.2% | +27.6% | -44.8% | -28.8% |
| 1Y | -22.0% | +22.5% | -44.5% | -31.5% |
| All | -22.0% | +13.3% | -35.3% | -31.5% |
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