+98.0%
VCIT vs IAG
+11.6%
+86.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | -0.8% | +28.9% | -29.6% | -1.3% |
| 3M | -1.0% | +19.1% | -20.1% | -1.5% |
| 6M | -1.8% | -10.3% | +8.4% | -1.8% |
| YTD | -0.7% | +24.2% | -24.9% | -1.4% |
| 1Y | +1.0% | +116.5% | -115.5% | -1.0% |
| 3Y | +18.8% | +742.8% | -723.9% | +12.6% |
| 5Y | +3.5% | +753.3% | -749.9% | -2.8% |
| 10Y | +29.2% | +403.2% | -374.0% | +21.1% |
| All | +98.0% | +11.6% | +86.3% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling