-82.0%
IRE vs VCLT
-4.8%
-77.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | 0.0% | +10.3% | +10.5% |
| 7D | +58.9% | +0.3% | +58.6% | +56.7% |
| 30D | +17.2% | -0.6% | +17.7% | +22.4% |
| 3M | -58.6% | -2.2% | -56.4% | -52.7% |
| 6M | -23.5% | -2.9% | -20.6% | -9.7% |
| YTD | -47.4% | -2.1% | -45.4% | -38.0% |
| All | -82.0% | -4.8% | -77.2% | -80.2% |
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