+82.2%
IVV vs VCLT
-15.1%
+97.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.0% |
| 6M | +14.5% | -2.9% | +17.4% | +16.1% |
| YTD | +12.9% | -2.1% | +15.0% | +14.1% |
| 1Y | +19.4% | -2.6% | +21.9% | +20.9% |
| 3Y | +78.8% | +12.5% | +66.3% | +68.6% |
| 5Y | +82.2% | -15.3% | +97.5% | +80.4% |
| All | +82.2% | -15.1% | +97.3% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling