+31.2%
VCIT vs IWD
+203.0%
-171.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.4% | +2.3% | -3.7% | -1.6% |
| 30D | +0.6% | +3.6% | -3.0% | +0.2% |
| 3M | -2.2% | +2.2% | -4.4% | -2.4% |
| 6M | -2.3% | +13.0% | -15.3% | -3.5% |
| YTD | -2.2% | +26.5% | -28.7% | -4.4% |
| 1Y | -1.4% | +30.1% | -31.5% | -3.8% |
| 3Y | +18.7% | +84.9% | -66.1% | +12.1% |
| 5Y | +3.6% | +73.4% | -69.8% | -2.1% |
| All | +31.2% | +203.0% | -171.8% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling