+54.5%
IBN vs VCLT
-15.5%
+70.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -3.5% | +0.1% | -3.6% | -3.6% |
| 3M | +11.3% | -2.9% | +14.2% | +12.4% |
| 6M | +4.4% | -4.0% | +8.4% | +5.9% |
| YTD | -1.8% | -2.2% | +0.4% | -1.0% |
| 1Y | -8.0% | -2.6% | -5.4% | -7.1% |
| 3Y | +27.1% | +12.3% | +14.8% | +22.5% |
| 5Y | +54.5% | -16.4% | +70.9% | +57.3% |
| All | +54.5% | -15.5% | +70.0% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling