+30.6%
VCIT vs IAG
+336.8%
-306.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.0% | -0.5% |
| 7D | +0.1% | +16.8% | -16.7% | -0.4% |
| 30D | +1.1% | -1.5% | +2.6% | +1.1% |
| 3M | -1.4% | +0.5% | -1.8% | -1.5% |
| 6M | -2.3% | -1.0% | -1.4% | -2.5% |
| YTD | -1.8% | +12.3% | -14.1% | -2.7% |
| 1Y | -1.0% | +39.2% | -40.3% | -2.5% |
| 3Y | +19.3% | +712.3% | -693.0% | +9.9% |
| 5Y | +3.8% | +484.2% | -480.4% | -4.8% |
| 10Y | +30.6% | +382.3% | -351.7% | +17.5% |
| All | +30.6% | +336.8% | -306.2% | +17.5% |
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