-17.0%
VCLT vs IAG
+796.9%
-813.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -1.3% | -4.1% | +2.8% | -1.1% |
| 30D | -1.1% | +10.6% | -11.7% | -1.6% |
| 3M | -3.7% | +35.4% | -39.1% | -5.1% |
| 6M | -4.0% | -9.5% | +5.5% | -4.0% |
| YTD | -3.4% | +21.8% | -25.2% | -4.8% |
| 1Y | -4.1% | +84.1% | -88.3% | -7.5% |
| 3Y | +11.0% | +817.4% | -806.4% | -3.3% |
| 5Y | -17.0% | +830.1% | -847.1% | -30.3% |
| All | -17.0% | +796.9% | -813.9% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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