+169.2%
IWM vs VCIT
+29.2%
+140.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | -0.3% | +0.4% | +0.4% |
| 30D | -1.3% | -0.8% | -0.5% | -0.5% |
| 3M | +1.6% | -1.0% | +2.6% | +2.7% |
| 6M | +13.6% | -1.8% | +15.4% | +15.9% |
| YTD | +20.8% | -0.7% | +21.4% | +21.8% |
| 1Y | +26.4% | +1.0% | +25.4% | +25.5% |
| 3Y | +60.7% | +18.8% | +41.8% | +37.3% |
| 5Y | +38.2% | +3.5% | +34.7% | +29.7% |
| All | +169.2% | +29.2% | +140.0% | +172.0% |
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