+837.1%
IVV vs VCIT
+96.2%
+740.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -1.0% | +2.2% | -3.2% | -2.0% |
| 3M | -0.3% | -1.8% | +1.5% | +0.5% |
| 6M | +7.4% | -1.6% | +9.0% | +8.2% |
| YTD | +13.4% | -1.7% | +15.1% | +14.3% |
| 1Y | +14.8% | -0.8% | +15.6% | +15.3% |
| 3Y | +83.3% | +19.3% | +64.0% | +71.5% |
| 5Y | +76.1% | +3.5% | +72.6% | +67.6% |
| 10Y | +333.3% | +28.6% | +304.7% | +332.2% |
| All | +837.1% | +96.2% | +740.9% | +1,193.4% |
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