+777.0%
VST vs IBKR
+489.2%
+287.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | 0.0% |
| 7D | +5.3% | +1.3% | +4.0% | +4.5% |
| 30D | +5.8% | -0.3% | +6.1% | +5.3% |
| 3M | +3.5% | +4.7% | -1.2% | -0.1% |
| 6M | -7.4% | +34.0% | -41.4% | -22.5% |
| YTD | -6.1% | +40.8% | -46.9% | -24.0% |
| 1Y | -21.6% | +45.7% | -67.4% | -37.9% |
| 3Y | +357.2% | +288.4% | +68.8% | +148.7% |
| 5Y | +777.0% | +487.2% | +289.9% | +316.4% |
| All | +777.0% | +489.2% | +287.8% | +316.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling