+15.7%
IGV vs VST
+644.1%
-628.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.7% |
| 7D | -2.3% | -6.0% | +3.8% | -1.5% |
| 30D | -11.0% | -18.8% | +7.8% | -7.9% |
| 3M | -4.5% | -8.0% | +3.6% | -3.9% |
| 6M | +10.1% | -10.9% | +21.0% | +10.4% |
| YTD | -5.1% | -18.3% | +13.3% | -4.1% |
| 1Y | -10.2% | -29.9% | +19.7% | -6.5% |
| 3Y | +37.7% | +290.3% | -252.6% | -19.0% |
| 5Y | +15.7% | +635.3% | -619.6% | -45.9% |
| All | +15.7% | +644.1% | -628.4% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling