+96.3%
VCIT vs IAG
-4.6%
+101.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +0.5% | +4.5% | -4.1% | +0.3% |
| 30D | +2.1% | -5.7% | +7.7% | +2.2% |
| 3M | -1.6% | +10.1% | -11.7% | -1.9% |
| 6M | -1.6% | +7.3% | -8.9% | -1.9% |
| YTD | -1.5% | +6.1% | -7.6% | -2.0% |
| 1Y | -0.4% | +46.8% | -47.2% | -1.5% |
| 3Y | +19.6% | +573.1% | -553.5% | +13.8% |
| 5Y | +3.3% | +477.6% | -474.3% | -2.3% |
| 10Y | +28.9% | +315.7% | -286.8% | +21.2% |
| All | +96.3% | -4.6% | +101.0% | +83.6% |
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