+98.0%
VCIT vs IVZ
+174.5%
-76.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -0.3% | +0.6% | -1.0% | -0.4% |
| 30D | -0.8% | +4.0% | -4.8% | -0.8% |
| 3M | -1.0% | +18.2% | -19.2% | -1.2% |
| 6M | -1.8% | +32.8% | -34.7% | -2.2% |
| YTD | -0.7% | +28.7% | -29.4% | -1.0% |
| 1Y | +1.0% | +55.4% | -54.4% | +0.4% |
| 3Y | +18.8% | +135.2% | -116.4% | +17.6% |
| 5Y | +3.5% | +64.2% | -60.7% | +2.2% |
| 10Y | +29.2% | +64.6% | -35.4% | +26.7% |
| All | +98.0% | +174.5% | -76.5% | +97.5% |
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