+95.8%
VCIT vs IVZ
+139.6%
-43.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | +0.1% | +2.2% | -2.1% | +0.1% |
| 30D | +1.1% | -2.2% | +3.3% | +1.1% |
| 3M | -1.4% | -8.4% | +7.1% | -1.3% |
| 6M | -2.3% | +6.2% | -8.5% | -2.4% |
| YTD | -1.8% | +12.4% | -14.2% | -2.0% |
| 1Y | -1.0% | +26.0% | -27.0% | -1.3% |
| 3Y | +19.3% | +147.9% | -128.6% | +18.0% |
| 5Y | +3.8% | +38.8% | -35.0% | +2.6% |
| 10Y | +30.6% | +44.6% | -14.0% | +28.1% |
| All | +95.8% | +139.6% | -43.9% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling