-12.2%
IFGL vs VOO
+82.3%
-94.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.4% |
| 7D | +0.2% | +0.5% | -0.4% | -0.1% |
| 30D | -3.7% | -0.9% | -2.7% | -3.2% |
| 3M | +1.8% | +3.9% | -2.1% | -0.6% |
| 6M | -5.7% | +14.5% | -20.3% | -12.9% |
| YTD | -1.7% | +13.0% | -14.7% | -8.6% |
| 1Y | -0.5% | +19.4% | -19.9% | -10.4% |
| 3Y | +25.4% | +78.9% | -53.5% | -12.9% |
| 5Y | -12.2% | +82.3% | -94.4% | -40.7% |
| All | -12.2% | +82.3% | -94.5% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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