+313.7%
IVV vs VCLT
+15.5%
+298.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -1.0% | -0.6% | -0.4% | -0.7% |
| 3M | +3.9% | -2.2% | +6.1% | +4.8% |
| 6M | +14.5% | -2.9% | +17.4% | +15.9% |
| YTD | +12.9% | -2.1% | +15.0% | +13.9% |
| 1Y | +19.4% | -2.6% | +21.9% | +20.7% |
| 3Y | +78.8% | +12.5% | +66.3% | +70.2% |
| 5Y | +82.2% | -15.3% | +97.5% | +89.6% |
| 10Y | +313.7% | +16.6% | +297.0% | +315.0% |
| All | +313.7% | +15.5% | +298.1% | +315.0% |
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