+105.6%
IAU vs VCLT
-16.7%
+122.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -4.6% | -2.3% | -2.3% | -3.8% |
| 30D | -5.4% | +0.8% | -6.2% | -5.7% |
| 3M | -10.9% | -2.7% | -8.2% | -10.0% |
| 6M | -17.4% | -4.3% | -13.1% | -16.0% |
| YTD | -10.2% | -4.3% | -5.9% | -8.8% |
| 1Y | -7.1% | -4.4% | -2.7% | -5.6% |
| 3Y | +97.7% | +13.8% | +83.9% | +89.0% |
| All | +105.6% | -16.7% | +122.3% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling