+23.7%
IP vs VCLT
+20.7%
+3.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.7% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | +9.4% | +2.3% | +7.1% | +8.5% |
| 3M | -14.1% | -1.1% | -13.0% | -13.7% |
| 6M | +9.2% | -4.2% | +13.3% | +11.1% |
| YTD | -7.5% | -3.4% | -4.2% | -6.1% |
| 1Y | -2.8% | -3.8% | +1.0% | -1.1% |
| 3Y | +21.2% | +14.7% | +6.5% | +17.4% |
| 5Y | -11.5% | -16.7% | +5.2% | -9.6% |
| 10Y | +23.7% | +20.5% | +3.2% | +29.9% |
| All | +23.7% | +20.7% | +3.0% | +29.9% |
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