+96.1%
VCIT vs IEF
+47.8%
+48.3%
-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% | 0.0% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +1.9% | +3.1% | -1.2% | -0.1% |
| 3M | -1.4% | -0.8% | -0.6% | -0.9% |
| 6M | -2.1% | -2.0% | -0.2% | -0.8% |
| YTD | -1.6% | -1.9% | +0.3% | -0.4% |
| 1Y | -0.9% | -1.8% | +0.9% | +0.3% |
| 3Y | +20.0% | +12.0% | +7.9% | +11.3% |
| 5Y | +3.1% | -7.5% | +10.6% | +7.4% |
| 10Y | +28.7% | +5.2% | +23.6% | +24.0% |
| All | +96.1% | +47.8% | +48.3% | +54.9% |
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