+4.7%
IYR vs VCLT
-4.4%
+9.1%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -1.4% | -1.4% | 0.0% | -0.4% |
| 30D | -2.7% | -1.2% | -1.5% | -1.9% |
| 3M | -2.1% | -4.8% | +2.6% | +1.2% |
| 6M | +3.6% | -2.6% | +6.2% | +5.4% |
| YTD | +8.1% | -3.3% | +11.5% | +10.6% |
| 1Y | +4.7% | -4.8% | +9.5% | +9.0% |
| All | +4.7% | -4.4% | +9.1% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling