+1,260.4%
IGV vs VO
+822.3%
+438.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | -0.1% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | -9.9% | +0.5% | -10.5% | -10.3% |
| 3M | -1.2% | -1.0% | -0.2% | -0.1% |
| 6M | +11.3% | +6.4% | +4.9% | +4.9% |
| YTD | -4.0% | +13.6% | -17.6% | -15.2% |
| 1Y | -7.3% | +14.5% | -21.8% | -18.8% |
| 3Y | +42.8% | +67.2% | -24.5% | -12.5% |
| 5Y | +13.7% | +36.1% | -22.4% | -13.3% |
| 10Y | +354.8% | +199.3% | +155.5% | +69.0% |
| All | +1,260.4% | +822.3% | +438.1% | +68.3% |
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