-13.6%
IGOV vs VT
+215.5%
-229.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.1% | -2.3% | +2.4% | +0.4% |
| 30D | +1.4% | -5.0% | +6.4% | +2.1% |
| 3M | -2.4% | -4.9% | +2.5% | -1.8% |
| 6M | -4.5% | -1.5% | -3.0% | -4.4% |
| YTD | -3.3% | +8.5% | -11.8% | -4.3% |
| 1Y | -3.0% | +11.4% | -14.4% | -4.2% |
| 3Y | +9.0% | +70.1% | -61.0% | +2.6% |
| 5Y | -20.1% | +53.7% | -73.8% | -25.2% |
| All | -13.6% | +215.5% | -229.1% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling