+19.9%
IG vs VOO
+221.2%
-201.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -1.3% | +3.3% | -4.6% | -1.7% |
| 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% | -2.5% |
| YTD | -2.0% | +11.9% | -13.9% | -3.4% |
| 1Y | -1.5% | +12.1% | -13.6% | -3.0% |
| 3Y | +16.3% | +78.6% | -62.3% | +7.7% |
| 5Y | -3.4% | +73.8% | -77.2% | -10.9% |
| All | +19.9% | +221.2% | -201.3% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling