+307.8%
IYR vs VCIT
+98.3%
+209.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | -0.3% | -0.9% | -0.9% |
| 30D | -2.9% | -0.8% | -2.1% | -2.1% |
| 3M | +0.8% | -1.0% | +1.8% | +1.9% |
| 6M | +1.9% | -1.8% | +3.7% | +3.8% |
| YTD | +9.6% | -0.7% | +10.3% | +10.5% |
| 1Y | +8.1% | +1.0% | +7.1% | +7.1% |
| 3Y | +29.2% | +18.8% | +10.4% | +10.2% |
| 5Y | +4.3% | +3.5% | +0.8% | -1.6% |
| 10Y | +64.7% | +29.2% | +35.5% | +40.7% |
| All | +307.8% | +98.3% | +209.5% | +374.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling