+30.6%
VCIT vs IEF
+6.4%
+24.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.7% | +0.3% | +0.4% | +0.5% |
| 30D | +1.8% | +2.7% | -0.9% | -0.1% |
| 3M | -1.6% | -0.8% | -0.8% | -1.0% |
| 6M | -2.1% | -1.7% | -0.4% | -0.9% |
| YTD | -1.6% | -1.6% | +0.1% | -0.4% |
| 1Y | -0.8% | -1.6% | +0.8% | +0.3% |
| 3Y | +19.9% | +12.4% | +7.6% | +10.3% |
| 5Y | +3.3% | -7.6% | +10.9% | +7.3% |
| 10Y | +30.6% | +7.6% | +23.1% | +23.2% |
| All | +30.6% | +6.4% | +24.2% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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