+341.3%
IGV vs VST
+866.2%
-524.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.2% | +1.8% | -3.2% |
| 7D | -8.3% | -19.9% | +11.6% | -4.4% |
| 30D | -10.9% | -29.7% | +18.7% | -4.9% |
| 3M | -2.3% | -19.6% | +17.3% | +1.2% |
| 6M | +12.2% | -29.4% | +41.6% | +18.3% |
| YTD | -6.3% | -29.7% | +23.4% | -2.2% |
| 1Y | -11.4% | -40.0% | +28.7% | -4.4% |
| 3Y | +41.5% | +231.0% | -189.4% | -7.0% |
| 5Y | +12.8% | +500.1% | -487.3% | -37.1% |
| 10Y | +354.7% | +1,004.2% | -649.5% | +123.1% |
| All | +341.3% | +866.2% | -524.9% | +118.2% |
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 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