+41.1%
IGV vs VLO
+200.7%
-159.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -2.3% |
| 7D | -3.3% | +5.8% | -9.1% | -4.2% |
| 30D | 0.0% | +28.3% | -28.4% | -4.0% |
| 3M | +7.3% | +48.7% | -41.4% | +0.4% |
| 6M | +16.7% | +71.9% | -55.2% | +5.8% |
| YTD | -2.8% | +138.7% | -141.5% | -17.6% |
| 1Y | -6.7% | +148.5% | -155.1% | -21.7% |
| 3Y | +41.1% | +192.7% | -151.5% | +9.0% |
| All | +41.1% | +200.7% | -159.5% | +9.0% |
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