+356.3%
IGV vs VO
+197.9%
+158.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.4% |
| 7D | -5.4% | -2.5% | -2.9% | -2.7% |
| 30D | -2.6% | -3.2% | +0.6% | +1.0% |
| 3M | +10.5% | +3.9% | +6.6% | +6.0% |
| 6M | +18.2% | +9.6% | +8.5% | +6.8% |
| YTD | -4.2% | +11.6% | -15.8% | -15.1% |
| 1Y | -9.8% | +12.6% | -22.4% | -20.8% |
| 3Y | +39.1% | +55.4% | -16.3% | -13.2% |
| 5Y | +21.2% | +41.8% | -20.6% | -15.1% |
| All | +356.3% | +197.9% | +158.4% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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