-0.8%
VCIT vs IOT
+8.2%
-9.0%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.6% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | +2.2% | +1.0% | +1.2% | +2.2% |
| 3M | -1.8% | +10.9% | -12.7% | -1.9% |
| 6M | -1.6% | +39.9% | -41.5% | -1.8% |
| YTD | -1.7% | +20.8% | -22.5% | -1.5% |
| 1Y | -0.8% | +10.6% | -11.4% | -0.4% |
| All | -0.8% | +8.2% | -9.0% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling