+31.2%
VCIT vs IAG
+389.3%
-358.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.2% |
| 7D | -1.4% | -7.7% | +6.2% | -1.2% |
| 30D | +0.6% | +1.6% | -1.0% | +0.5% |
| 3M | -2.2% | -2.4% | +0.2% | -2.3% |
| 6M | -2.3% | -7.8% | +5.5% | -2.3% |
| YTD | -2.2% | +5.0% | -7.2% | -2.9% |
| 1Y | -1.4% | +25.7% | -27.1% | -2.6% |
| 3Y | +18.7% | +694.5% | -675.7% | +9.5% |
| 5Y | +3.6% | +421.7% | -418.1% | -4.7% |
| All | +31.2% | +389.3% | -358.1% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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