+343.0%
IGV vs VT
+215.5%
+127.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.4% |
| 7D | -5.2% | -2.3% | -2.9% | -2.5% |
| 30D | -10.0% | -5.0% | -5.0% | -4.2% |
| 3M | -0.5% | -4.9% | +4.3% | +5.7% |
| 6M | +12.6% | -1.5% | +14.2% | +14.5% |
| YTD | -6.4% | +8.5% | -14.9% | -15.7% |
| 1Y | -9.5% | +11.4% | -20.9% | -21.0% |
| 3Y | +41.7% | +70.1% | -28.4% | -25.0% |
| 5Y | +12.7% | +53.7% | -41.1% | -31.6% |
| All | +343.0% | +215.5% | +127.5% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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