+261.6%
IAU vs VCLT
+102.9%
+158.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +0.2% | +0.1% | +0.1% | +0.2% |
| 3M | +3.3% | -2.9% | +6.2% | +4.3% |
| 6M | -14.6% | -4.0% | -10.6% | -13.4% |
| YTD | +1.9% | -2.2% | +4.1% | +2.7% |
| 1Y | +20.9% | -2.6% | +23.5% | +21.9% |
| 3Y | +127.5% | +12.3% | +115.2% | +118.2% |
| 5Y | +141.9% | -16.4% | +158.3% | +154.1% |
| 10Y | +222.8% | +18.1% | +204.7% | +198.2% |
| All | +261.6% | +102.9% | +158.6% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling