+313.4%
IVV vs VCLT
+21.9%
+291.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -0.9% | -0.6% | -0.4% | -0.7% |
| 30D | -2.3% | +2.8% | -5.1% | -3.5% |
| 3M | -1.2% | -0.4% | -0.8% | -1.0% |
| 6M | +3.3% | -3.1% | +6.4% | +4.7% |
| YTD | +12.3% | -2.7% | +15.0% | +13.6% |
| 1Y | +12.5% | -3.7% | +16.2% | +14.3% |
| 3Y | +79.2% | +15.6% | +63.6% | +68.8% |
| 5Y | +75.6% | -15.8% | +91.4% | +83.3% |
| 10Y | +313.4% | +23.0% | +290.4% | +312.1% |
| All | +313.4% | +21.9% | +291.5% | +312.1% |
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