+309.6%
IVV vs VCLT
+20.2%
+289.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.2% |
| 7D | +0.1% | +1.2% | -1.1% | -0.4% |
| 30D | -3.3% | +3.4% | -6.7% | -4.7% |
| 3M | -2.4% | -0.9% | -1.5% | -2.1% |
| 6M | +2.6% | -3.1% | +5.8% | +4.0% |
| YTD | +11.3% | -2.4% | +13.6% | +12.4% |
| 1Y | +13.4% | -2.7% | +16.1% | +14.7% |
| 3Y | +80.3% | +16.9% | +63.4% | +69.1% |
| 5Y | +72.7% | -17.0% | +89.7% | +81.1% |
| 10Y | +309.6% | +22.1% | +287.5% | +308.6% |
| All | +309.6% | +20.2% | +289.4% | +308.6% |
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 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