+103.3%
VCLT vs IAG
+9.6%
+93.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +0.3% | +4.3% | -3.9% | +0.2% |
| 30D | -0.6% | +9.8% | -10.3% | -0.9% |
| 3M | -2.2% | +28.9% | -31.2% | -3.2% |
| 6M | -2.9% | -7.6% | +4.7% | -3.0% |
| YTD | -2.1% | +22.0% | -24.0% | -3.2% |
| 1Y | -2.6% | +99.5% | -102.1% | -5.5% |
| 3Y | +12.5% | +818.3% | -805.8% | +2.4% |
| 5Y | -15.3% | +785.9% | -801.2% | -23.8% |
| 10Y | +16.6% | +381.1% | -364.5% | +4.7% |
| All | +103.3% | +9.6% | +93.7% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling