+55.4%
IOT vs VCLT
-15.8%
+71.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.5% | -1.4% | -3.2% | -3.1% |
| 30D | -2.4% | -1.2% | -1.3% | -1.1% |
| 3M | +19.0% | -4.8% | +23.7% | +25.7% |
| 6M | +19.6% | -2.6% | +22.2% | +23.1% |
| YTD | +8.3% | -3.3% | +11.6% | +12.4% |
| 1Y | -0.8% | -4.8% | +4.0% | +4.7% |
| 3Y | +24.4% | +11.5% | +12.9% | +9.3% |
| All | +55.4% | -15.8% | +71.2% | +148.7% |
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