+46.2%
IBIT vs VCIT
+11.2%
+35.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.4% | -3.4% |
| 7D | -9.2% | -1.4% | -7.8% | -8.1% |
| 30D | -15.8% | +0.6% | -16.4% | -16.2% |
| 3M | +8.5% | -2.2% | +10.8% | +10.7% |
| 6M | -13.7% | -2.3% | -11.4% | -11.8% |
| YTD | -21.6% | -2.2% | -19.4% | -20.0% |
| 1Y | -30.0% | -1.4% | -28.6% | -28.9% |
| All | +46.2% | +11.2% | +35.1% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling