+363.6%
IGV vs VST
+1,139.0%
-775.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | 0.0% |
| 7D | +2.3% | +6.6% | -4.2% | +1.0% |
| 30D | -6.0% | -12.4% | +6.4% | -4.0% |
| 3M | -4.8% | -9.0% | +4.2% | -3.9% |
| 6M | +14.2% | -6.4% | +20.7% | +13.5% |
| YTD | -4.2% | -17.2% | +13.0% | -3.4% |
| 1Y | -5.3% | -22.0% | +16.7% | -3.4% |
| 3Y | +38.8% | +296.7% | -257.9% | -12.6% |
| 5Y | +14.2% | +637.6% | -623.4% | -39.4% |
| All | +363.6% | +1,139.0% | -775.5% | +121.0% |
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