+15.9%
IP vs VCLT
+22.0%
-6.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | -0.9% | -1.9% | +1.0% | -0.1% |
| 30D | +6.7% | +1.4% | +5.3% | +6.1% |
| 3M | -16.6% | -1.8% | -14.8% | -15.9% |
| 6M | +6.0% | -3.9% | +9.9% | +7.8% |
| YTD | -10.7% | -3.9% | -6.8% | -9.1% |
| 1Y | -6.7% | -4.7% | -2.0% | -4.7% |
| 3Y | +17.1% | +14.1% | +3.1% | +13.7% |
| 5Y | -14.6% | -16.6% | +2.1% | -12.6% |
| All | +15.9% | +22.0% | -6.1% | +20.4% |
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 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