+305.2%
IVV vs VCIT
+29.0%
+276.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.6% |
| 7D | -4.8% | +0.5% | -5.2% | -5.1% |
| 30D | -5.9% | +2.1% | -8.0% | -7.5% |
| 3M | -4.5% | -1.6% | -3.0% | -3.3% |
| 6M | +1.8% | -1.6% | +3.4% | +3.2% |
| YTD | +8.4% | -1.5% | +9.9% | +9.8% |
| 1Y | +9.4% | -0.4% | +9.8% | +9.8% |
| 3Y | +75.3% | +19.6% | +55.7% | +53.0% |
| 5Y | +67.8% | +3.3% | +64.5% | +59.9% |
| All | +305.2% | +29.0% | +276.2% | +294.8% |
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