+356.3%
IGV vs VFC
-70.4%
+426.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.3% |
| 7D | -5.4% | -3.3% | -2.1% | -4.7% |
| 30D | -2.6% | -14.0% | +11.4% | +0.6% |
| 3M | +10.5% | -22.6% | +33.1% | +15.9% |
| 6M | +18.2% | -24.7% | +42.9% | +24.0% |
| YTD | -4.2% | -29.0% | +24.7% | +1.4% |
| 1Y | -9.8% | -13.8% | +4.0% | -9.5% |
| 3Y | +39.1% | -28.2% | +67.4% | +31.7% |
| 5Y | +21.2% | -79.0% | +100.2% | +66.6% |
| All | +356.3% | -70.4% | +426.7% | +459.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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