+24.6%
IBND vs VT
+481.2%
-456.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -0.4% | +1.0% | -1.4% | -0.6% |
| 3M | -0.7% | +2.4% | -3.1% | -1.2% |
| 6M | -1.4% | +12.0% | -13.4% | -3.4% |
| YTD | -1.5% | +15.3% | -16.9% | -4.0% |
| 1Y | -0.1% | +22.6% | -22.7% | -3.6% |
| 3Y | +19.1% | +74.7% | -55.6% | +7.7% |
| 5Y | -6.2% | +66.1% | -72.4% | -15.2% |
| 10Y | +5.1% | +225.0% | -220.0% | -14.7% |
| All | +24.6% | +481.2% | -456.7% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling