+1,216.9%
VST vs IBKR
+983.6%
+233.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +8.9% | -3.3% | +12.2% | +10.3% |
| 30D | +6.2% | +4.5% | +1.7% | +3.5% |
| 3M | -2.7% | +6.5% | -9.2% | -6.3% |
| 6M | -8.4% | +34.2% | -42.6% | -21.4% |
| YTD | -7.2% | +44.5% | -51.7% | -23.4% |
| 1Y | -20.9% | +44.7% | -65.6% | -35.0% |
| 3Y | +384.0% | +306.7% | +77.3% | +166.4% |
| 5Y | +757.1% | +489.9% | +267.2% | +298.4% |
| All | +1,216.9% | +983.6% | +233.2% | +372.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling