+362.3%
IGV vs VCIT
+30.9%
+331.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.3% | -0.5% | -0.8% | -0.8% |
| 30D | -8.1% | +1.5% | -9.6% | -9.6% |
| 3M | -1.6% | -1.0% | -0.7% | -0.6% |
| 6M | +12.7% | -1.7% | +14.4% | +14.9% |
| YTD | -3.3% | -1.4% | -1.9% | -1.8% |
| 1Y | -7.9% | -0.9% | -7.0% | -6.9% |
| 3Y | +40.3% | +19.8% | +20.6% | +14.8% |
| 5Y | +17.3% | +4.6% | +12.7% | +8.5% |
| 10Y | +362.3% | +31.5% | +330.7% | +323.9% |
| All | +362.3% | +30.9% | +331.3% | +323.9% |
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