+592.6%
IJR vs VCLT
+102.9%
+489.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -3.6% | +0.1% | -3.7% | -3.6% |
| 3M | +2.3% | -2.9% | +5.2% | +2.9% |
| 6M | +14.3% | -4.0% | +18.3% | +15.3% |
| YTD | +19.3% | -2.2% | +21.5% | +19.9% |
| 1Y | +22.6% | -2.6% | +25.2% | +23.3% |
| 3Y | +53.5% | +12.3% | +41.3% | +51.2% |
| 5Y | +39.9% | -16.4% | +56.3% | +37.1% |
| 10Y | +172.1% | +18.1% | +154.0% | +190.7% |
| All | +592.6% | +102.9% | +489.7% | +969.8% |
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 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