+953.6%
IGV vs VFC
+192.6%
+760.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | 0.0% | -1.2% |
| 7D | -3.3% | +0.8% | -4.2% | -3.6% |
| 30D | 0.0% | -11.9% | +11.9% | +3.9% |
| 3M | +7.3% | -20.2% | +27.5% | +13.8% |
| 6M | +16.7% | -23.0% | +39.7% | +24.1% |
| YTD | -2.8% | -26.2% | +23.4% | +4.1% |
| 1Y | -6.7% | -13.3% | +6.7% | -6.6% |
| 3Y | +41.1% | -25.5% | +66.6% | +25.9% |
| 5Y | +22.0% | -78.1% | +100.1% | +74.5% |
| 10Y | +357.9% | -68.8% | +426.7% | +394.2% |
| All | +953.6% | +192.6% | +760.9% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling