+4.0%
VCIT vs IOT
+64.6%
-60.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +0.1% | -2.6% | +2.7% | +0.2% |
| 30D | +1.9% | +1.2% | +0.8% | +1.9% |
| 3M | -1.4% | +7.2% | -8.7% | -1.7% |
| 6M | -2.1% | +41.7% | -43.8% | -3.0% |
| YTD | -1.6% | +15.6% | -17.2% | -2.2% |
| 1Y | -0.9% | +7.6% | -8.5% | -1.4% |
| 3Y | +20.0% | +69.8% | -49.8% | +17.1% |
| All | +4.0% | +64.6% | -60.5% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling