+96.1%
VCIT vs IWF
+993.9%
-897.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +0.1% | -5.0% | +5.1% | +0.3% |
| 30D | +1.9% | -13.2% | +15.1% | +2.6% |
| 3M | -1.4% | -9.4% | +8.0% | -1.0% |
| 6M | -2.1% | -8.6% | +6.4% | -1.8% |
| YTD | -1.6% | -5.3% | +3.7% | -1.5% |
| 1Y | -0.9% | -5.0% | +4.1% | -0.7% |
| 3Y | +20.0% | +64.6% | -44.7% | +16.9% |
| 5Y | +3.1% | +50.8% | -47.6% | 0.0% |
| 10Y | +28.7% | +385.7% | -357.0% | +26.4% |
| All | +96.1% | +993.9% | -897.8% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling