+605.5%
IJR vs VCIT
+98.3%
+507.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.2% | -0.3% | +0.2% | 0.0% |
| 30D | -2.4% | -0.8% | -1.7% | -2.0% |
| 3M | +3.9% | -1.0% | +4.9% | +4.5% |
| 6M | +12.4% | -1.8% | +14.2% | +13.5% |
| YTD | +21.5% | -0.7% | +22.2% | +22.0% |
| 1Y | +24.0% | +1.0% | +23.0% | +23.6% |
| 3Y | +49.7% | +18.8% | +30.9% | +39.4% |
| 5Y | +39.7% | +3.5% | +36.2% | +31.4% |
| 10Y | +169.0% | +29.2% | +139.8% | +168.1% |
| All | +605.5% | +98.3% | +507.2% | +977.4% |
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