+175.5%
IVZ vs VCLT
+103.4%
+72.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +4.0% | -0.9% | +4.9% | +4.1% |
| 3M | +18.2% | -3.2% | +21.4% | +18.7% |
| 6M | +32.8% | -3.8% | +36.6% | +33.5% |
| YTD | +28.7% | -2.0% | +30.8% | +29.2% |
| 1Y | +55.4% | -0.8% | +56.2% | +55.7% |
| 3Y | +135.2% | +12.3% | +122.9% | +133.9% |
| 5Y | +64.2% | -15.4% | +79.6% | +50.5% |
| 10Y | +64.6% | +15.7% | +48.9% | +79.7% |
| All | +175.5% | +103.4% | +72.1% | +387.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling