+71.5%
IWD vs VCLT
+12.2%
+59.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -0.8% | -0.6% | -0.2% | -0.5% |
| 3M | +8.0% | -2.2% | +10.3% | +9.2% |
| 6M | +18.2% | -2.9% | +21.1% | +19.8% |
| YTD | +22.3% | -2.1% | +24.4% | +23.6% |
| 1Y | +28.9% | -2.6% | +31.5% | +30.5% |
| 3Y | +71.5% | +12.5% | +59.0% | +61.9% |
| All | +71.5% | +12.2% | +59.3% | +61.9% |
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