+363.6%
IGV vs VO
+197.6%
+166.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.3% | +3.1% | -0.8% | -1.0% |
| 30D | -6.0% | +2.2% | -8.2% | -8.2% |
| 3M | -4.8% | -2.5% | -2.3% | -2.1% |
| 6M | +14.2% | +7.0% | +7.3% | +6.3% |
| YTD | -4.2% | +14.0% | -18.2% | -17.1% |
| 1Y | -5.3% | +15.6% | -20.9% | -19.3% |
| 3Y | +38.8% | +66.2% | -27.4% | -19.5% |
| 5Y | +14.2% | +36.6% | -22.4% | -17.3% |
| All | +363.6% | +197.6% | +166.0% | +48.2% |
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