+587.8%
IJR vs VCIT
+96.1%
+491.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +2.6% | +1.1% | +1.5% | +2.0% |
| 3M | -4.3% | -1.4% | -2.9% | -3.6% |
| 6M | +2.7% | -2.3% | +5.1% | +4.0% |
| YTD | +18.5% | -1.8% | +20.3% | +19.7% |
| 1Y | +20.1% | -1.0% | +21.1% | +20.9% |
| 3Y | +61.7% | +19.3% | +42.5% | +50.7% |
| 5Y | +28.5% | +3.8% | +24.8% | +21.4% |
| 10Y | +161.6% | +30.6% | +131.0% | +165.6% |
| All | +587.8% | +96.1% | +491.7% | +956.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling