-16.1%
IP vs VCLT
-15.0%
-1.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | -5.3% | -0.5% | -4.8% | -5.0% |
| 30D | -10.9% | -0.9% | -10.0% | -10.4% |
| 3M | +11.2% | -3.2% | +14.4% | +13.3% |
| 6M | -10.2% | -3.8% | -6.4% | -8.3% |
| YTD | -2.0% | -2.0% | 0.0% | -0.7% |
| 1Y | -19.1% | -0.8% | -18.3% | -18.3% |
| 3Y | +20.9% | +12.3% | +8.6% | +16.2% |
| All | -16.1% | -15.0% | -1.1% | -23.4% |
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 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