+144.3%
IWM vs VCIT
+31.2%
+113.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -0.9% |
| 7D | +2.8% | -1.4% | +4.1% | +4.3% |
| 30D | +0.6% | +0.8% | -0.2% | -0.2% |
| 3M | -7.8% | -1.7% | -6.0% | -6.1% |
| 6M | -1.0% | -2.1% | +1.1% | +1.3% |
| YTD | +13.9% | -2.0% | +15.9% | +16.5% |
| 1Y | +15.4% | -1.5% | +16.9% | +17.5% |
| 3Y | +70.2% | +19.0% | +51.2% | +45.2% |
| 5Y | +23.7% | +3.8% | +19.9% | +16.3% |
| All | +144.3% | +31.2% | +113.1% | +143.9% |
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