+973.2%
IGV vs VLO
+8,963.2%
-7,990.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.5% | +5.2% | -9.7% | -5.7% |
| 30D | +3.2% | +22.6% | -19.4% | -2.0% |
| 3M | +4.5% | +43.8% | -39.2% | -4.9% |
| 6M | +22.1% | +65.7% | -43.6% | +6.5% |
| YTD | -1.0% | +131.1% | -132.1% | -21.0% |
| 1Y | -2.1% | +143.6% | -145.7% | -23.2% |
| 3Y | +44.6% | +201.4% | -156.8% | +4.9% |
| 5Y | +22.2% | +568.9% | -546.7% | -31.0% |
| 10Y | +364.7% | +891.8% | -527.1% | +109.4% |
| All | +973.2% | +8,963.2% | -7,990.0% | +88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling