-3.4%
IGV vs VG
-49.4%
+46.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -2.3% | -7.7% | +5.4% | -1.8% |
| 30D | -11.0% | -8.8% | -2.1% | -10.5% |
| 3M | -4.5% | -15.6% | +11.2% | -3.7% |
| 6M | +10.1% | +5.2% | +4.9% | +8.4% |
| YTD | -5.1% | +76.9% | -82.0% | -13.8% |
| 1Y | -10.2% | +42.5% | -52.7% | -16.5% |
| All | -3.4% | -49.4% | +46.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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