+354.8%
IGV vs VST
+1,219.3%
-864.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.3% | -4.7% | +1.1% |
| 7D | -0.4% | -0.5% | +0.1% | -0.8% |
| 30D | -9.9% | -17.1% | +7.1% | -7.0% |
| 3M | -1.2% | -4.6% | +3.4% | -1.3% |
| 6M | +11.3% | -9.1% | +20.4% | +11.3% |
| YTD | -4.0% | -16.6% | +12.6% | -3.3% |
| 1Y | -7.3% | -29.5% | +22.2% | -3.3% |
| 3Y | +42.8% | +297.5% | -254.8% | -10.1% |
| 5Y | +13.7% | +654.5% | -640.9% | -40.0% |
| 10Y | +354.8% | +1,205.2% | -850.4% | +113.9% |
| All | +354.8% | +1,219.3% | -864.5% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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