-97.7%
IRE vs VCLT
-3.2%
-94.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +1.0% | -24.3% | -27.3% |
| 7D | -46.8% | +0.4% | -47.2% | -48.1% |
| 30D | -75.5% | +3.9% | -79.5% | -80.4% |
| 3M | -79.4% | -1.9% | -77.5% | -76.9% |
| 6M | -91.3% | -2.6% | -88.6% | -89.3% |
| YTD | -90.8% | -3.1% | -87.7% | -88.6% |
| 1Y | -97.7% | -3.6% | -94.2% | -97.1% |
| All | -97.7% | -3.2% | -94.5% | -97.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling