+38.8%
IGV vs VLO
+236.1%
-197.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +2.3% | +9.6% | -7.3% | +1.0% |
| 30D | -6.0% | -17.4% | +11.4% | -3.7% |
| 3M | -4.8% | +10.8% | -15.6% | -7.0% |
| 6M | +14.2% | +56.9% | -42.7% | +4.9% |
| YTD | -4.2% | +136.8% | -141.0% | -19.5% |
| 1Y | -5.3% | +120.7% | -125.9% | -19.2% |
| 3Y | +38.8% | +231.9% | -193.1% | +6.8% |
| All | +38.8% | +236.1% | -197.3% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling