+363.6%
IGV vs VIG
+262.6%
+100.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.3% | +3.5% | -1.1% | -1.7% |
| 30D | -6.0% | +4.9% | -10.9% | -11.3% |
| 3M | -4.8% | +2.5% | -7.3% | -7.6% |
| 6M | +14.2% | +11.0% | +3.2% | +1.0% |
| YTD | -4.2% | +16.0% | -20.2% | -19.7% |
| 1Y | -5.3% | +17.5% | -22.8% | -21.9% |
| 3Y | +38.8% | +67.0% | -28.2% | -23.4% |
| 5Y | +14.2% | +64.8% | -50.6% | -34.9% |
| All | +363.6% | +262.6% | +100.9% | +2.3% |
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