+1,302.1%
IGV vs VO
+827.2%
+474.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.0% |
| 7D | -4.5% | -0.3% | -4.2% | -4.2% |
| 30D | +3.2% | -0.3% | +3.6% | +3.6% |
| 3M | +4.5% | +2.9% | +1.6% | +1.7% |
| 6M | +22.1% | +9.3% | +12.8% | +11.8% |
| YTD | -1.0% | +14.2% | -15.2% | -13.1% |
| 1Y | -2.1% | +15.3% | -17.4% | -14.8% |
| 3Y | +44.6% | +56.2% | -11.7% | -5.4% |
| 5Y | +22.2% | +42.4% | -20.3% | -10.7% |
| 10Y | +364.7% | +194.7% | +170.0% | +74.9% |
| All | +1,302.1% | +827.2% | +474.9% | +72.5% |
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