+3.5%
IGOV vs VT
+673.4%
-669.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | -0.2% | +1.0% | -1.2% | -0.3% |
| 3M | -0.4% | +2.4% | -2.8% | -0.7% |
| 6M | -2.0% | +12.0% | -14.0% | -3.3% |
| YTD | -0.7% | +15.3% | -16.0% | -2.4% |
| 1Y | -0.3% | +22.6% | -22.9% | -2.7% |
| 3Y | +9.6% | +74.7% | -65.1% | +2.4% |
| 5Y | -20.0% | +66.1% | -86.1% | -25.3% |
| 10Y | -13.5% | +225.0% | -238.5% | -24.8% |
| All | +3.5% | +673.4% | -669.9% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling