+307.5%
IYR vs VCLT
+103.3%
+204.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -2.5% | -0.6% | -2.0% | -2.3% |
| 3M | +1.5% | -2.2% | +3.7% | +2.4% |
| 6M | +3.9% | -2.9% | +6.7% | +5.2% |
| YTD | +9.5% | -2.1% | +11.6% | +10.5% |
| 1Y | +7.5% | -2.6% | +10.0% | +8.7% |
| 3Y | +30.8% | +12.5% | +18.3% | +25.0% |
| 5Y | +4.8% | -15.3% | +20.1% | +8.2% |
| 10Y | +64.3% | +16.6% | +47.7% | +63.4% |
| All | +307.5% | +103.3% | +204.1% | +425.1% |
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