+37.7%
IGV vs VFC
+47.8%
-10.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -2.3% | +3.5% | -5.8% | -2.7% |
| 30D | -11.0% | +38.3% | -49.2% | -14.9% |
| 3M | -4.5% | +40.2% | -44.6% | -8.9% |
| 6M | +10.1% | +10.6% | -0.5% | +7.8% |
| YTD | -5.1% | +16.7% | -21.8% | -8.0% |
| 1Y | -10.2% | +45.0% | -55.2% | -15.8% |
| 3Y | +37.7% | +48.8% | -11.0% | +26.5% |
| All | +37.7% | +47.8% | -10.1% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling