+356.3%
IGV vs VIG
+247.5%
+108.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.1% |
| 7D | -5.4% | -2.2% | -3.2% | -2.8% |
| 30D | -2.6% | -3.2% | +0.6% | +1.2% |
| 3M | +10.5% | +3.0% | +7.5% | +6.8% |
| 6M | +18.2% | +8.1% | +10.0% | +7.7% |
| YTD | -4.2% | +9.1% | -13.3% | -13.6% |
| 1Y | -9.8% | +12.6% | -22.4% | -21.6% |
| 3Y | +39.1% | +55.4% | -16.3% | -16.2% |
| 5Y | +21.2% | +62.8% | -41.6% | -29.3% |
| All | +356.3% | +247.5% | +108.8% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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