+75.4%
IVV vs VCLT
+16.8%
+58.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | -5.4% | +3.7% | -9.0% | -7.2% |
| 3M | -4.1% | -1.0% | -3.1% | -3.6% |
| 6M | +0.7% | -3.4% | +4.1% | +2.6% |
| YTD | +8.7% | -2.6% | +11.3% | +10.3% |
| 1Y | +11.0% | -3.3% | +14.2% | +12.9% |
| 3Y | +75.4% | +17.3% | +58.1% | +62.8% |
| All | +75.4% | +16.8% | +58.6% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling