+3.9%
IBND vs VT
+215.5%
-211.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -0.1% | -2.3% | +2.2% | +0.3% |
| 30D | -0.1% | -5.0% | +4.9% | +0.8% |
| 3M | -4.4% | -4.9% | +0.5% | -3.5% |
| 6M | -5.6% | -1.5% | -4.0% | -5.4% |
| YTD | -5.9% | +8.5% | -14.3% | -7.3% |
| 1Y | -4.2% | +11.4% | -15.6% | -6.1% |
| 3Y | +15.0% | +70.1% | -55.1% | +4.1% |
| 5Y | -7.6% | +53.7% | -61.4% | -16.2% |
| All | +3.9% | +215.5% | -211.6% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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