+7.1%
IYR vs VCLT
-16.3%
+23.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -2.4% | +0.1% | -2.5% | -2.4% |
| 3M | -2.0% | -2.9% | +0.9% | 0.0% |
| 6M | +2.5% | -4.0% | +6.4% | +5.4% |
| YTD | +8.3% | -2.2% | +10.6% | +10.0% |
| 1Y | +6.5% | -2.6% | +9.0% | +8.4% |
| 3Y | +29.3% | +12.3% | +17.0% | +19.6% |
| All | +7.1% | -16.3% | +23.4% | +8.4% |
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 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