+397.6%
IBN vs VCLT
+21.5%
+376.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +1.9% | -2.3% | +4.1% | +2.9% |
| 30D | +22.1% | +0.8% | +21.4% | +21.7% |
| 3M | +17.1% | -2.7% | +19.8% | +18.6% |
| 6M | +35.5% | -4.3% | +39.8% | +38.4% |
| YTD | +16.8% | -4.3% | +21.1% | +19.3% |
| 1Y | +12.4% | -4.4% | +16.8% | +14.8% |
| 3Y | +58.0% | +13.8% | +44.3% | +48.4% |
| 5Y | +73.7% | -17.0% | +90.7% | +90.5% |
| All | +397.6% | +21.5% | +376.1% | +443.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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