+18.9%
VCIT vs IWF
+67.8%
-48.8%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.4% | +5.3% | -6.7% | -1.7% |
| 30D | +0.8% | -8.6% | +9.4% | +1.4% |
| 3M | -1.7% | -6.5% | +4.8% | -1.4% |
| 6M | -2.1% | -5.6% | +3.6% | -1.8% |
| YTD | -2.0% | -1.5% | -0.5% | -2.1% |
| 1Y | -1.5% | -2.8% | +1.4% | -1.4% |
| All | +18.9% | +67.8% | -48.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 3y: compounded portfolio wealth divided by compounded IWF 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…
3y analysis · Full analysis span regression · 6 months rolling