+68.2%
IVV vs VCIT
+3.2%
+64.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -5.4% | +1.9% | -7.3% | -7.0% |
| 3M | -4.1% | -1.4% | -2.6% | -2.8% |
| 6M | +0.7% | -2.1% | +2.9% | +2.8% |
| YTD | +8.7% | -1.6% | +10.4% | +10.5% |
| 1Y | +11.0% | -0.9% | +11.9% | +12.0% |
| 3Y | +75.4% | +20.0% | +55.5% | +49.2% |
| All | +68.2% | +3.2% | +64.9% | +47.4% |
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 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