+377.4%
VT vs IBN
+537.4%
-159.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +0.4% | +1.4% | -1.0% | 0.0% |
| 30D | +1.0% | -0.3% | +1.3% | +1.0% |
| 3M | +2.4% | +17.1% | -14.7% | -2.5% |
| 6M | +12.0% | +3.4% | +8.6% | +10.6% |
| YTD | +15.3% | +2.5% | +12.8% | +14.0% |
| 1Y | +22.6% | -4.2% | +26.7% | +23.4% |
| 3Y | +74.7% | +32.4% | +42.3% | +57.7% |
| 5Y | +66.1% | +59.2% | +7.0% | +40.6% |
| 10Y | +225.0% | +345.7% | -120.7% | +85.8% |
| All | +377.4% | +537.4% | -159.9% | +73.0% |
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