-3.4%
IG vs VOO
+74.6%
-78.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -1.3% | +3.3% | -4.6% | -1.8% |
| 30D | +0.5% | -2.7% | +3.2% | +0.9% |
| 3M | -1.6% | -1.7% | +0.1% | -1.4% |
| 6M | -2.0% | +3.1% | -5.2% | -2.6% |
| YTD | -2.0% | +11.9% | -13.9% | -3.8% |
| 1Y | -1.5% | +12.1% | -13.6% | -3.4% |
| 3Y | +16.3% | +78.6% | -62.3% | +4.9% |
| 5Y | -3.4% | +73.8% | -77.2% | -14.3% |
| All | -3.4% | +74.6% | -78.0% | -14.3% |
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