+315.4%
IBN vs VCLT
+17.0%
+298.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -5.5% | -1.3% | -4.2% | -4.9% |
| 30D | -3.4% | -1.1% | -2.3% | -2.9% |
| 3M | +8.7% | -3.7% | +12.4% | +10.6% |
| 6M | +3.7% | -4.0% | +7.7% | +5.8% |
| YTD | -2.4% | -3.4% | +1.0% | -0.7% |
| 1Y | -8.1% | -4.1% | -3.9% | -6.3% |
| 3Y | +26.3% | +11.0% | +15.3% | +20.0% |
| 5Y | +54.9% | -17.0% | +71.9% | +69.6% |
| All | +315.4% | +17.0% | +298.4% | +333.3% |
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