+18.4%
IWM vs VCIT
-1.4%
+19.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | 0.0% |
| 7D | +1.4% | -1.4% | +2.8% | +4.5% |
| 30D | +2.3% | +0.6% | +1.7% | +0.8% |
| 3M | -8.3% | -2.2% | -6.1% | -3.0% |
| 6M | -1.3% | -2.3% | +1.0% | +4.6% |
| YTD | +13.5% | -2.2% | +15.7% | +19.1% |
| 1Y | +18.4% | -1.4% | +19.8% | +20.4% |
| All | +18.4% | -1.4% | +19.8% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling