+357.7%
IGV vs VIG
+250.0%
+107.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.5% |
| 7D | -2.9% | -1.1% | -1.8% | -1.7% |
| 30D | -1.5% | -2.7% | +1.2% | +1.8% |
| 3M | +11.7% | +2.5% | +9.1% | +8.5% |
| 6M | +18.4% | +9.2% | +9.2% | +6.6% |
| YTD | -3.9% | +9.8% | -13.8% | -14.1% |
| 1Y | -9.7% | +12.4% | -22.0% | -21.3% |
| 3Y | +38.4% | +55.9% | -17.5% | -17.0% |
| 5Y | +21.6% | +63.9% | -42.4% | -29.7% |
| All | +357.7% | +250.0% | +107.7% | +11.6% |
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