+364.8%
IGV vs VO
+197.6%
+167.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | +0.2% |
| 7D | +2.5% | +2.9% | -0.5% | -0.7% |
| 30D | -8.6% | +1.0% | -9.6% | -9.5% |
| 3M | -1.6% | -1.7% | +0.1% | +0.4% |
| 6M | +13.4% | +6.7% | +6.8% | +5.8% |
| YTD | -4.0% | +14.0% | -18.0% | -16.8% |
| 1Y | -7.6% | +13.7% | -21.3% | -19.8% |
| 3Y | +39.3% | +65.8% | -26.6% | -19.1% |
| 5Y | +14.5% | +36.6% | -22.1% | -17.1% |
| All | +364.8% | +197.6% | +167.2% | +48.6% |
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