+21.2%
IGV vs VIG
+62.2%
-41.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.1% |
| 7D | -1.5% | -1.2% | -0.4% | +0.1% |
| 30D | -3.0% | -2.8% | -0.2% | +0.9% |
| 3M | +9.6% | +2.5% | +7.1% | +6.0% |
| 6M | +16.1% | +8.1% | +8.0% | +4.2% |
| YTD | -3.6% | +9.6% | -13.2% | -15.2% |
| 1Y | -7.8% | +14.2% | -22.0% | -23.4% |
| 3Y | +40.0% | +56.1% | -16.1% | -25.1% |
| 5Y | +21.2% | +62.8% | -41.6% | -37.4% |
| All | +21.2% | +62.2% | -41.0% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling