+1,206.4%
IRM vs VCLT
+103.4%
+1,102.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.5% | -0.5% | +0.1% | -0.2% |
| 30D | -8.1% | -0.9% | -7.2% | -7.8% |
| 3M | -9.7% | -3.2% | -6.4% | -8.4% |
| 6M | +10.0% | -3.8% | +13.8% | +11.9% |
| YTD | +43.0% | -2.0% | +45.0% | +44.4% |
| 1Y | +32.7% | -0.8% | +33.5% | +33.4% |
| 3Y | +102.7% | +12.3% | +90.4% | +95.1% |
| 5Y | +187.6% | -15.4% | +203.0% | +194.1% |
| 10Y | +420.1% | +15.7% | +404.4% | +414.9% |
| All | +1,206.4% | +103.4% | +1,102.9% | +1,475.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling