+366.0%
IGV vs VST
+1,175.7%
-809.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.9% |
| 7D | -4.5% | +8.9% | -13.4% | -6.2% |
| 30D | +3.2% | +6.2% | -3.0% | +1.8% |
| 3M | +4.5% | -2.7% | +7.3% | +4.3% |
| 6M | +22.1% | -8.4% | +30.5% | +22.5% |
| YTD | -1.0% | -7.2% | +6.2% | -1.6% |
| 1Y | -2.1% | -20.9% | +18.8% | +0.1% |
| 3Y | +44.6% | +384.0% | -339.4% | -12.0% |
| 5Y | +22.2% | +757.1% | -734.9% | -36.5% |
| All | +366.0% | +1,175.7% | -809.7% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling