+423.6%
IRM vs VCLT
+17.0%
+406.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.3% |
| 7D | -1.8% | -1.3% | -0.5% | -1.0% |
| 30D | -7.8% | -1.1% | -6.6% | -7.1% |
| 3M | -7.9% | -3.7% | -4.2% | -5.6% |
| 6M | +6.3% | -4.0% | +10.4% | +9.3% |
| YTD | +38.2% | -3.4% | +41.5% | +41.6% |
| 1Y | +19.8% | -4.1% | +24.0% | +23.5% |
| 3Y | +98.8% | +11.0% | +87.8% | +87.5% |
| 5Y | +191.8% | -17.0% | +208.8% | +217.3% |
| All | +423.6% | +17.0% | +406.6% | +353.7% |
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