-9.8%
IGV vs VMC
-13.8%
+4.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -5.4% | -3.7% | -1.7% | -5.1% |
| 30D | -2.6% | -12.8% | +10.1% | -1.7% |
| 3M | +10.5% | -7.9% | +18.4% | +11.0% |
| 6M | +18.2% | -7.5% | +25.7% | +17.5% |
| YTD | -4.2% | -11.6% | +7.4% | -4.5% |
| 1Y | -9.8% | -14.3% | +4.4% | -9.3% |
| All | -9.8% | -13.8% | +4.0% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling