+98.0%
VCIT vs IWD
+549.5%
-451.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.3% | -0.3% | -0.1% | -0.3% |
| 30D | -0.8% | +0.6% | -1.3% | -0.8% |
| 3M | -1.0% | +7.2% | -8.2% | -1.3% |
| 6M | -1.8% | +16.2% | -18.0% | -2.5% |
| YTD | -0.7% | +23.3% | -24.0% | -1.6% |
| 1Y | +1.0% | +29.6% | -28.6% | -0.1% |
| 3Y | +18.8% | +70.5% | -51.6% | +16.4% |
| 5Y | +3.5% | +73.5% | -70.0% | +1.1% |
| 10Y | +29.2% | +198.3% | -169.1% | +26.7% |
| All | +98.0% | +549.5% | -451.5% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling