+38.9%
IGV vs VIG
+55.4%
-16.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.1% |
| 7D | -1.5% | -1.2% | -0.4% | 0.0% |
| 30D | -3.0% | -2.8% | -0.2% | +0.7% |
| 3M | +9.6% | +2.5% | +7.1% | +6.3% |
| 6M | +16.1% | +8.1% | +8.0% | +4.9% |
| YTD | -3.6% | +9.6% | -13.2% | -14.5% |
| 1Y | -7.8% | +14.2% | -22.0% | -22.7% |
| All | +38.9% | +55.4% | -16.6% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling