+138.7%
IAU vs VCLT
-17.3%
+156.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.3% |
| 7D | -3.4% | -1.3% | -2.1% | -2.9% |
| 30D | -1.1% | -1.1% | 0.0% | -0.7% |
| 3M | +5.8% | -3.7% | +9.5% | +7.2% |
| 6M | -16.9% | -4.0% | -12.9% | -15.7% |
| YTD | +0.1% | -3.4% | +3.5% | +1.3% |
| 1Y | +18.4% | -4.1% | +22.5% | +20.1% |
| 3Y | +123.6% | +11.0% | +112.6% | +115.5% |
| 5Y | +138.7% | -17.0% | +155.8% | +147.8% |
| All | +138.7% | -17.3% | +156.0% | +147.8% |
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