Question: How do I find data on total returns for stocks, bonds, and indexes?
Go the Virtual Business library's Economic & Statistical Resources section and use WRDS; select CRSP.
Choose a file, for example, Indices and pick your variables.
Also look at the book, Stocks, Bonds, Bills, and Inflation by Ibbotson Associates. It can be found in the main collection of Bobst Library under the call number HG4915 .S76 .