-10.2%
IGV vs VST
-32.3%
+22.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.0% |
| 7D | -2.3% | -6.0% | +3.8% | -2.1% |
| 30D | -11.0% | -18.8% | +7.8% | -10.2% |
| 3M | -4.5% | -8.0% | +3.6% | -4.2% |
| 6M | +10.1% | -10.9% | +21.0% | +9.5% |
| YTD | -5.1% | -18.3% | +13.3% | -5.6% |
| 1Y | -10.2% | -29.9% | +19.7% | -8.8% |
| All | -10.2% | -32.3% | +22.0% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling