+5.4%
IYR vs VCIT
+3.7%
+1.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | +0.6% | -1.4% | +2.0% | +2.6% |
| 30D | +6.6% | +0.6% | +6.0% | +5.7% |
| 3M | -1.8% | -2.2% | +0.4% | +1.3% |
| 6M | +1.4% | -2.3% | +3.8% | +4.8% |
| YTD | +10.5% | -2.2% | +12.7% | +14.1% |
| 1Y | +10.6% | -1.4% | +12.0% | +12.9% |
| 3Y | +41.8% | +18.7% | +23.1% | +13.6% |
| All | +5.4% | +3.7% | +1.7% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling