+196.5%
IRM vs VCLT
-17.2%
+213.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -1.4% | -1.4% | -0.1% | -0.3% |
| 30D | -7.4% | -1.2% | -6.2% | -6.6% |
| 3M | -7.4% | -4.8% | -2.6% | -3.7% |
| 6M | +8.7% | -2.6% | +11.2% | +11.1% |
| YTD | +40.9% | -3.3% | +44.3% | +45.1% |
| 1Y | +20.5% | -4.8% | +25.3% | +25.6% |
| 3Y | +101.7% | +11.5% | +90.2% | +87.3% |
| All | +196.5% | -17.2% | +213.7% | +211.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling