+363.6%
IGV vs VMC
+125.2%
+238.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +2.3% | -1.3% | +3.6% | +2.8% |
| 30D | -6.0% | +15.5% | -21.5% | -10.7% |
| 3M | -4.8% | +0.6% | -5.4% | -5.3% |
| 6M | +14.2% | +2.1% | +12.2% | +12.3% |
| YTD | -4.2% | -1.6% | -2.7% | -5.6% |
| 1Y | -5.3% | -1.2% | -4.1% | -6.8% |
| 3Y | +38.8% | +35.3% | +3.5% | +21.1% |
| 5Y | +14.2% | +43.6% | -29.4% | -3.5% |
| All | +363.6% | +125.2% | +238.4% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling