+168.1%
IJR vs VCLT
+17.1%
+151.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.2% | -1.4% | -0.8% | -1.5% |
| 30D | -4.6% | -1.2% | -3.4% | -4.1% |
| 3M | +0.2% | -4.8% | +5.0% | +2.6% |
| 6M | +14.7% | -2.6% | +17.3% | +16.3% |
| YTD | +18.9% | -3.3% | +22.2% | +20.9% |
| 1Y | +19.9% | -4.8% | +24.8% | +22.9% |
| 3Y | +53.0% | +11.5% | +41.5% | +46.2% |
| 5Y | +40.9% | -17.0% | +57.8% | +48.2% |
| All | +168.1% | +17.1% | +151.0% | +182.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling