+64.2%
IWM vs VCIT
+19.7%
+44.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.2% |
| 7D | -2.0% | +0.1% | -2.1% | -2.2% |
| 30D | -1.5% | +1.9% | -3.4% | -4.4% |
| 3M | -8.0% | -1.4% | -6.6% | -5.8% |
| 6M | -4.1% | -2.1% | -2.0% | -0.6% |
| YTD | +11.9% | -1.6% | +13.6% | +15.2% |
| 1Y | +15.0% | -0.9% | +15.9% | +17.2% |
| 3Y | +64.2% | +20.0% | +44.2% | +23.9% |
| All | +64.2% | +19.7% | +44.5% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling