+363.6%
IGV vs VCIT
+31.0%
+332.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | +2.3% | -1.4% | +3.8% | +4.0% |
| 30D | -6.0% | +0.6% | -6.6% | -6.6% |
| 3M | -4.8% | -2.2% | -2.6% | -2.4% |
| 6M | +14.2% | -2.3% | +16.5% | +17.3% |
| YTD | -4.2% | -2.2% | -2.1% | -1.8% |
| 1Y | -5.3% | -1.4% | -3.9% | -3.8% |
| 3Y | +38.8% | +18.7% | +20.0% | +14.6% |
| 5Y | +14.2% | +3.6% | +10.6% | +6.7% |
| All | +363.6% | +31.0% | +332.6% | +328.6% |
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