+14.5%
IGV vs VMC
+46.0%
-31.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | +2.5% | -1.7% | +4.2% | +3.3% |
| 30D | -8.6% | +15.3% | -23.8% | -14.9% |
| 3M | -1.6% | +0.3% | -1.9% | -2.2% |
| 6M | +13.4% | +0.9% | +12.6% | +11.3% |
| YTD | -4.0% | -1.0% | -3.0% | -6.8% |
| 1Y | -7.6% | -4.3% | -3.3% | -8.6% |
| 3Y | +39.3% | +35.3% | +4.0% | +7.1% |
| 5Y | +14.5% | +44.4% | -29.9% | -20.0% |
| All | +14.5% | +46.0% | -31.5% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling