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QuantLib treats a variance swap with a given start date as if it were starting today.
In other words, the realized variance at maturity is calculated by accruing the variance from today to the end of the swap, completely ignoring the given start date.
Click on download to download an xml file that contains an Excel formula that demonstrates this issue.
You may then reproduce the issue in spreadsheet by clicking on Go -> Load Excel Formula from XML or one of its variations and choose the xml file downloaded in the step above.