+343.0%
IGV vs VST
+1,112.0%
-769.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.6% | -10.7% | -2.2% |
| 7D | -5.2% | -9.8% | +4.6% | -3.6% |
| 30D | -10.0% | -25.1% | +15.2% | -5.1% |
| 3M | -0.5% | -11.6% | +11.0% | +0.9% |
| 6M | +12.6% | -20.9% | +33.5% | +15.9% |
| YTD | -6.4% | -22.3% | +15.9% | -4.4% |
| 1Y | -9.5% | -32.0% | +22.5% | -5.0% |
| 3Y | +41.7% | +262.4% | -220.7% | -8.9% |
| 5Y | +12.7% | +563.4% | -550.7% | -38.9% |
| All | +343.0% | +1,112.0% | -769.0% | +111.2% |
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