+1,058.9%
VST vs IBN
+427.8%
+631.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.3% | -2.4% |
| 7D | -6.0% | +15.8% | -21.8% | -10.2% |
| 30D | -18.8% | +25.1% | -43.8% | -24.3% |
| 3M | -8.0% | +16.0% | -24.0% | -12.3% |
| 6M | -10.9% | +32.8% | -43.7% | -18.5% |
| YTD | -18.3% | +18.0% | -36.4% | -22.8% |
| 1Y | -29.9% | +15.9% | -45.8% | -33.5% |
| 3Y | +290.3% | +57.6% | +232.7% | +237.0% |
| 5Y | +635.3% | +74.7% | +560.6% | +510.7% |
| 10Y | +1,162.4% | +373.9% | +788.4% | +709.5% |
| All | +1,058.9% | +427.8% | +631.2% | +634.3% |
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