+73.3%
IWD vs VCLT
-15.5%
+88.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -1.6% | +0.1% | -1.8% | -1.7% |
| 3M | +7.0% | -2.9% | +9.9% | +8.3% |
| 6M | +17.0% | -4.0% | +20.9% | +18.9% |
| YTD | +21.6% | -2.2% | +23.9% | +22.8% |
| 1Y | +28.0% | -2.6% | +30.6% | +29.4% |
| 3Y | +70.6% | +12.3% | +58.3% | +62.6% |
| 5Y | +73.3% | -16.4% | +89.7% | +67.0% |
| All | +73.3% | -15.5% | +88.9% | +67.0% |
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