+236.7%
IQV vs VCLT
+17.1%
+219.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -2.2% | -1.4% | -0.9% | -1.3% |
| 30D | +8.3% | -1.2% | +9.5% | +9.1% |
| 3M | +44.6% | -4.8% | +49.3% | +49.4% |
| 6M | +52.6% | -2.6% | +55.1% | +55.4% |
| YTD | +16.1% | -3.3% | +19.5% | +18.8% |
| 1Y | +37.3% | -4.8% | +42.1% | +42.0% |
| 3Y | +21.6% | +11.5% | +10.0% | +13.4% |
| 5Y | +0.5% | -17.0% | +17.5% | +9.8% |
| All | +236.7% | +17.1% | +219.6% | +225.3% |
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