+407.6%
IBN vs VCLT
+103.4%
+304.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | -0.3% | -0.9% | +0.5% | -0.2% |
| 3M | +17.1% | -3.2% | +20.4% | +17.8% |
| 6M | +3.4% | -3.8% | +7.2% | +4.2% |
| YTD | +2.5% | -2.0% | +4.5% | +3.0% |
| 1Y | -4.2% | -0.8% | -3.4% | -4.0% |
| 3Y | +32.4% | +12.3% | +20.1% | +29.9% |
| 5Y | +59.2% | -15.4% | +74.6% | +60.5% |
| 10Y | +345.7% | +15.7% | +329.9% | +375.0% |
| All | +407.6% | +103.4% | +304.2% | +659.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling