+363.9%
IGV vs VCIT
+28.6%
+335.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.5% | -0.3% | -4.2% | -4.1% |
| 30D | +3.2% | -0.8% | +4.0% | +4.1% |
| 3M | +4.5% | -1.0% | +5.5% | +5.8% |
| 6M | +22.1% | -1.8% | +24.0% | +24.8% |
| YTD | -1.0% | -0.7% | -0.3% | -0.2% |
| 1Y | -2.1% | +1.0% | -3.1% | -3.1% |
| 3Y | +44.6% | +18.8% | +25.7% | +19.4% |
| 5Y | +22.2% | +3.5% | +18.7% | +14.0% |
| All | +363.9% | +28.6% | +335.3% | +325.9% |
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