+39.1%
IGV vs VMC
+35.7%
+3.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | +2.5% | -1.7% | +4.2% | +3.0% |
| 30D | -8.6% | +15.3% | -23.8% | -12.6% |
| 3M | -1.6% | +0.3% | -1.9% | -1.8% |
| 6M | +13.4% | +0.9% | +12.6% | +12.2% |
| YTD | -4.0% | -1.0% | -3.0% | -6.0% |
| 1Y | -7.6% | -4.3% | -3.3% | -8.1% |
| All | +39.1% | +35.7% | +3.4% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling