+178.7%
IP vs VCLT
+101.1%
+77.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -5.1% | +0.3% | -5.3% | -5.1% |
| 30D | +8.5% | +3.7% | +4.9% | +8.1% |
| 3M | -13.8% | -1.5% | -12.4% | -13.7% |
| 6M | +5.7% | -3.8% | +9.6% | +6.2% |
| YTD | -9.1% | -3.1% | -6.0% | -8.8% |
| 1Y | -0.8% | -3.8% | +3.0% | -0.4% |
| 3Y | +14.8% | +16.7% | -1.9% | +15.0% |
| 5Y | -11.5% | -17.4% | +5.9% | -15.1% |
| 10Y | +27.9% | +17.5% | +10.4% | +38.3% |
| All | +178.7% | +101.1% | +77.6% | +336.6% |
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