+1,164.9%
VST vs IBN
+385.6%
+779.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +6.6% | +1.9% | +4.7% | +6.0% |
| 30D | -12.4% | +22.1% | -34.5% | -17.9% |
| 3M | -9.0% | +17.1% | -26.1% | -13.6% |
| 6M | -6.4% | +35.5% | -42.0% | -15.2% |
| YTD | -17.2% | +16.8% | -34.0% | -21.6% |
| 1Y | -22.0% | +12.4% | -34.4% | -25.3% |
| 3Y | +296.7% | +58.0% | +238.6% | +240.8% |
| 5Y | +637.6% | +73.7% | +563.9% | +510.2% |
| All | +1,164.9% | +385.6% | +779.3% | +694.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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