+4.1%
VCIT vs IVZ
+36.0%
-31.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.3% |
| 7D | -1.4% | +7.6% | -9.0% | -1.8% |
| 30D | +0.6% | +4.3% | -3.8% | +0.3% |
| 3M | -2.2% | -9.3% | +7.1% | -1.8% |
| 6M | -2.3% | +5.2% | -7.6% | -2.8% |
| YTD | -2.2% | +13.4% | -15.6% | -3.2% |
| 1Y | -1.4% | +25.4% | -26.7% | -3.0% |
| 3Y | +18.7% | +152.5% | -133.7% | +10.4% |
| All | +4.1% | +36.0% | -31.9% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 5y: compounded portfolio wealth divided by compounded IVZ 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…
5y analysis · Full analysis span regression · 6 months rolling