+83.1%
IVV vs VCIT
+4.1%
+79.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | -0.3% | +0.5% | +0.4% |
| 30D | +0.1% | -0.8% | +0.8% | +0.8% |
| 3M | +2.0% | -1.0% | +3.0% | +3.0% |
| 6M | +13.0% | -1.8% | +14.9% | +15.0% |
| YTD | +13.6% | -0.7% | +14.3% | +14.4% |
| 1Y | +20.1% | +1.0% | +19.1% | +19.2% |
| 3Y | +77.6% | +18.8% | +58.8% | +52.7% |
| All | +83.1% | +4.1% | +79.0% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling