+3.8%
VCIT vs IWD
+73.6%
-69.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -0.3% | -0.3% | -0.1% | -0.3% |
| 30D | -0.8% | +0.6% | -1.3% | -0.9% |
| 3M | -1.0% | +7.2% | -8.2% | -2.1% |
| 6M | -1.8% | +16.2% | -18.0% | -4.2% |
| YTD | -0.7% | +23.3% | -24.0% | -4.0% |
| 1Y | +1.0% | +29.6% | -28.6% | -3.2% |
| 3Y | +18.8% | +70.5% | -51.6% | +8.3% |
| All | +3.8% | +73.6% | -69.8% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling