+357.7%
IGV vs VNQ
+64.0%
+293.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.2% |
| 7D | -2.9% | -1.3% | -1.6% | -2.1% |
| 30D | -1.5% | -2.6% | +1.1% | +0.2% |
| 3M | +11.7% | -2.0% | +13.7% | +13.0% |
| 6M | +18.4% | +4.3% | +14.1% | +14.4% |
| YTD | -3.9% | +9.2% | -13.2% | -10.2% |
| 1Y | -9.7% | +5.6% | -15.3% | -13.8% |
| 3Y | +38.4% | +30.8% | +7.6% | +12.7% |
| 5Y | +21.6% | +8.0% | +13.6% | +13.2% |
| All | +357.7% | +64.0% | +293.7% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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