+1.5%
IGOV vs VT
+625.8%
-624.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.6% |
| 7D | +1.2% | -4.2% | +5.3% | +1.7% |
| 30D | +1.8% | -5.8% | +7.6% | +2.5% |
| 3M | -2.1% | -5.2% | +3.1% | -1.5% |
| 6M | -2.8% | +0.1% | -3.0% | -2.9% |
| YTD | -2.6% | +8.2% | -10.8% | -3.5% |
| 1Y | -1.8% | +10.1% | -11.9% | -2.9% |
| 3Y | +9.6% | +69.7% | -60.1% | +2.8% |
| 5Y | -19.4% | +53.4% | -72.8% | -24.1% |
| 10Y | -13.7% | +219.2% | -232.9% | -24.8% |
| All | +1.5% | +625.8% | -624.3% | -22.2% |
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