+1,256.8%
IGV vs VO
+825.6%
+431.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.3% | +3.1% | -0.8% | -0.7% |
| 30D | -6.0% | +2.2% | -8.2% | -7.9% |
| 3M | -4.8% | -2.5% | -2.3% | -2.3% |
| 6M | +14.2% | +7.0% | +7.3% | +7.1% |
| YTD | -4.2% | +14.0% | -18.2% | -15.7% |
| 1Y | -5.3% | +15.6% | -20.9% | -17.8% |
| 3Y | +38.8% | +66.2% | -27.4% | -14.4% |
| 5Y | +14.2% | +36.6% | -22.4% | -13.2% |
| 10Y | +357.6% | +199.0% | +158.6% | +70.1% |
| All | +1,256.8% | +825.6% | +431.2% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling