-98.0%
IRE vs VCLT
-7.0%
-91.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.4% | -14.0% | -12.7% |
| 7D | -31.8% | -2.3% | -29.6% | -24.4% |
| 30D | -71.8% | +0.8% | -72.5% | -73.2% |
| 3M | -88.9% | -2.7% | -86.2% | -87.4% |
| 6M | -95.4% | -4.3% | -91.1% | -94.1% |
| YTD | -94.2% | -4.3% | -89.9% | -92.5% |
| 1Y | -97.1% | -4.4% | -92.7% | -96.1% |
| All | -98.0% | -7.0% | -91.0% | -97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling