-97.3%
IRE vs VCLT
-5.4%
-91.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.2% | +11.9% | +11.3% |
| 7D | -15.1% | -0.6% | -14.6% | -12.9% |
| 30D | -71.4% | +2.8% | -74.1% | -75.3% |
| 3M | -81.2% | -0.4% | -80.8% | -80.8% |
| 6M | -93.7% | -3.1% | -90.6% | -92.5% |
| YTD | -92.2% | -2.7% | -89.6% | -90.6% |
| 1Y | -97.3% | -3.7% | -93.6% | -96.8% |
| All | -97.3% | -5.4% | -91.9% | -97.0% |
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