+548.1%
IWD vs VCLT
+103.4%
+444.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +0.6% | -0.9% | +1.4% | +0.7% |
| 3M | +7.2% | -3.2% | +10.5% | +7.7% |
| 6M | +16.2% | -3.8% | +20.0% | +16.8% |
| YTD | +23.3% | -2.0% | +25.4% | +23.7% |
| 1Y | +29.6% | -0.8% | +30.4% | +29.7% |
| 3Y | +70.5% | +12.3% | +58.2% | +68.4% |
| 5Y | +73.5% | -15.4% | +88.9% | +70.4% |
| 10Y | +198.3% | +15.7% | +182.6% | +212.0% |
| All | +548.1% | +103.4% | +444.7% | +828.4% |
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 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