-9.8%
IGV vs VLO
+144.1%
-153.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -5.4% | +4.0% | -9.4% | -5.6% |
| 30D | -2.6% | +19.0% | -21.6% | -3.8% |
| 3M | +10.5% | +50.0% | -39.4% | +7.4% |
| 6M | +18.2% | +79.1% | -61.0% | +12.6% |
| YTD | -4.2% | +140.3% | -144.5% | -11.0% |
| 1Y | -9.8% | +148.3% | -158.1% | -15.9% |
| All | -9.8% | +144.1% | -153.9% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling