+1,069.8%
IGV vs VCLT
+103.3%
+966.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | 0.0% | -0.6% | +0.5% | +0.1% |
| 3M | +7.3% | -2.2% | +9.6% | +8.0% |
| 6M | +16.7% | -2.9% | +19.6% | +17.7% |
| YTD | -2.8% | -2.1% | -0.8% | -2.3% |
| 1Y | -6.7% | -2.6% | -4.1% | -6.0% |
| 3Y | +41.1% | +12.5% | +28.6% | +37.0% |
| 5Y | +22.0% | -15.3% | +37.3% | +21.0% |
| 10Y | +357.9% | +16.6% | +341.3% | +381.8% |
| All | +1,069.8% | +103.3% | +966.5% | +1,599.5% |
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 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