+19.8%
IRM vs VCLT
-3.8%
+23.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -0.4% |
| 7D | -1.8% | -1.3% | -0.5% | -0.1% |
| 30D | -7.8% | -1.1% | -6.6% | -6.4% |
| 3M | -7.9% | -3.7% | -4.2% | -2.8% |
| 6M | +6.3% | -4.0% | +10.4% | +12.9% |
| YTD | +38.2% | -3.4% | +41.5% | +45.5% |
| 1Y | +19.8% | -4.1% | +24.0% | +29.7% |
| All | +19.8% | -3.8% | +23.7% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling