-94.6%
IRE vs VCLT
-3.4%
-91.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -0.1% | +39.6% | +39.8% |
| 7D | -27.2% | +0.3% | -27.4% | -28.7% |
| 30D | -75.1% | +3.7% | -78.8% | -81.3% |
| 3M | -77.9% | -1.0% | -76.9% | -75.1% |
| 6M | -94.6% | -3.4% | -91.2% | -91.8% |
| All | -94.6% | -3.4% | -91.2% | -91.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling