-5.3%
IGV vs VFC
+37.3%
-42.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.6% |
| 7D | +2.3% | +1.6% | +0.7% | +2.2% |
| 30D | -6.0% | +25.5% | -31.5% | -8.0% |
| 3M | -4.8% | +41.3% | -46.1% | -8.1% |
| 6M | +14.2% | +22.2% | -8.0% | +11.0% |
| YTD | -4.2% | +16.4% | -20.6% | -5.0% |
| 1Y | -5.3% | +38.4% | -43.7% | -7.2% |
| All | -5.3% | +37.3% | -42.6% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling