-11.5%
IP vs VCLT
-17.9%
+6.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.5% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | +9.4% | +2.3% | +7.1% | +8.0% |
| 3M | -14.1% | -1.1% | -13.0% | -13.5% |
| 6M | +9.2% | -4.2% | +13.3% | +12.1% |
| YTD | -7.5% | -3.4% | -4.2% | -5.4% |
| 1Y | -2.8% | -3.8% | +1.0% | -0.3% |
| 3Y | +21.2% | +14.7% | +6.5% | +15.7% |
| 5Y | -11.5% | -16.7% | +5.2% | -17.7% |
| All | -11.5% | -17.9% | +6.4% | -17.7% |
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