+195.5%
IWD vs VCLT
+17.0%
+178.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -2.3% | -1.3% | -1.0% | -1.9% |
| 30D | -1.8% | -1.1% | -0.7% | -1.4% |
| 3M | +8.0% | -3.7% | +11.7% | +9.5% |
| 6M | +17.0% | -4.0% | +21.0% | +18.7% |
| YTD | +21.3% | -3.4% | +24.7% | +22.8% |
| 1Y | +27.9% | -4.1% | +32.1% | +29.9% |
| 3Y | +70.1% | +11.0% | +59.1% | +63.8% |
| 5Y | +74.2% | -17.0% | +91.2% | +81.1% |
| All | +195.5% | +17.0% | +178.4% | +200.7% |
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