-97.6%
IRE vs VCLT
-6.1%
-91.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.1% | -14.8% | -11.8% |
| 7D | -41.9% | +0.2% | -42.1% | -42.8% |
| 30D | -75.1% | +2.3% | -77.4% | -78.1% |
| 3M | -82.4% | -1.1% | -81.3% | -81.5% |
| 6M | -95.5% | -4.2% | -91.4% | -94.4% |
| YTD | -93.1% | -3.4% | -89.7% | -91.3% |
| 1Y | -97.8% | -3.8% | -94.0% | -97.2% |
| All | -97.6% | -6.1% | -91.5% | -97.2% |
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