+897.3%
VST vs IBN
+392.2%
+505.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.1% | -10.2% | -7.3% |
| 7D | -19.9% | +11.7% | -31.6% | -22.8% |
| 30D | -29.7% | +16.1% | -45.8% | -33.0% |
| 3M | -19.6% | +7.0% | -26.6% | -21.6% |
| 6M | -29.4% | +26.1% | -55.5% | -34.5% |
| YTD | -29.7% | +10.1% | -39.8% | -32.3% |
| 1Y | -40.0% | +8.0% | -48.1% | -41.9% |
| 3Y | +231.0% | +46.0% | +185.0% | +192.1% |
| 5Y | +500.1% | +63.9% | +436.2% | +407.3% |
| 10Y | +1,004.2% | +366.1% | +638.1% | +618.0% |
| All | +897.3% | +392.2% | +505.1% | +544.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling