+101.8%
IRM vs VCLT
+12.6%
+89.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | -5.2% | +0.1% | -5.3% | -5.4% |
| 3M | -8.0% | -2.9% | -5.2% | -5.4% |
| 6M | +9.2% | -4.0% | +13.1% | +13.5% |
| YTD | +41.0% | -2.2% | +43.2% | +44.4% |
| 1Y | +23.3% | -2.6% | +25.8% | +26.8% |
| All | +101.8% | +12.6% | +89.2% | +86.9% |
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