+563.1%
IWD vs VCLT
+100.6%
+462.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +1.6% | +0.2% | +1.3% | +1.5% |
| 30D | +3.6% | +2.3% | +1.3% | +3.3% |
| 3M | +2.0% | -1.1% | +3.1% | +2.2% |
| 6M | +13.1% | -4.2% | +17.2% | +13.7% |
| YTD | +26.2% | -3.4% | +29.6% | +26.8% |
| 1Y | +29.6% | -3.8% | +33.3% | +30.3% |
| 3Y | +84.3% | +14.7% | +69.6% | +82.0% |
| 5Y | +73.4% | -16.7% | +90.1% | +70.6% |
| 10Y | +202.4% | +20.5% | +182.0% | +224.7% |
| All | +563.1% | +100.6% | +462.6% | +851.7% |
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 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