+21.2%
IGV vs VLO
+619.0%
-597.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | -1.5% | +6.2% | -7.8% | -2.4% |
| 30D | -3.0% | +23.5% | -26.5% | -6.1% |
| 3M | +9.6% | +53.9% | -44.3% | +2.4% |
| 6M | +16.1% | +81.7% | -65.5% | +5.3% |
| YTD | -3.6% | +142.5% | -146.1% | -16.8% |
| 1Y | -7.8% | +145.4% | -153.3% | -20.8% |
| 3Y | +40.0% | +197.3% | -157.3% | +14.3% |
| 5Y | +21.2% | +614.6% | -593.4% | -7.6% |
| All | +21.2% | +619.0% | -597.8% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling