+56.5%
IOT vs VCLT
-14.9%
+71.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.5% |
| 7D | +5.1% | 0.0% | +5.0% | +5.1% |
| 30D | -3.0% | +0.1% | -3.1% | -3.1% |
| 3M | +15.0% | -2.9% | +17.8% | +18.8% |
| 6M | +13.1% | -4.0% | +17.1% | +18.4% |
| YTD | +9.0% | -2.2% | +11.3% | +11.8% |
| 1Y | +0.1% | -2.6% | +2.7% | +2.9% |
| 3Y | +26.4% | +12.3% | +14.1% | +10.2% |
| All | +56.5% | -14.9% | +71.3% | +147.4% |
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