+97.1%
VCIT vs IEF
+47.7%
+49.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 3M | -1.1% | -0.8% | -0.3% | -0.6% |
| 6M | -1.7% | -1.7% | 0.0% | -0.6% |
| YTD | -1.1% | -1.6% | +0.5% | 0.0% |
| 1Y | -0.4% | -1.6% | +1.2% | +0.7% |
| 3Y | +20.5% | +12.4% | +8.1% | +11.5% |
| 5Y | +3.8% | -7.6% | +11.4% | +8.1% |
| 10Y | +31.2% | +7.6% | +23.7% | +24.7% |
| All | +97.1% | +47.7% | +49.4% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling