+6.8%
IBND vs VT
+223.7%
-216.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.7% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | +0.8% | -2.6% | +3.4% | +1.3% |
| 3M | -3.8% | -3.2% | -0.6% | -3.3% |
| 6M | -4.8% | +0.9% | -5.8% | -5.1% |
| YTD | -4.8% | +11.3% | -16.1% | -6.7% |
| 1Y | -3.1% | +14.0% | -17.1% | -5.5% |
| 3Y | +16.2% | +75.8% | -59.7% | +4.6% |
| 5Y | -6.9% | +57.8% | -64.7% | -15.9% |
| 10Y | +6.8% | +219.8% | -213.0% | -11.1% |
| All | +6.8% | +223.7% | -216.9% | -11.1% |
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