+1,183.5%
IGV vs VIG
+623.5%
+560.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.7% |
| 7D | -4.5% | -0.4% | -4.1% | -4.0% |
| 30D | +3.2% | -1.0% | +4.2% | +4.4% |
| 3M | +4.5% | +2.8% | +1.8% | +1.4% |
| 6M | +22.1% | +8.2% | +13.9% | +11.5% |
| YTD | -1.0% | +11.0% | -12.1% | -12.2% |
| 1Y | -2.1% | +16.1% | -18.3% | -17.5% |
| 3Y | +44.6% | +56.2% | -11.6% | -12.0% |
| 5Y | +22.2% | +63.0% | -40.8% | -27.6% |
| 10Y | +364.7% | +241.4% | +123.3% | +21.8% |
| All | +1,183.5% | +623.5% | +560.0% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling