+363.6%
IGV vs VT
+221.8%
+141.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | +0.1% |
| 7D | +2.3% | +2.4% | 0.0% | -0.5% |
| 30D | -6.0% | -1.5% | -4.5% | -4.2% |
| 3M | -4.8% | -4.1% | -0.7% | +0.2% |
| 6M | +14.2% | +0.6% | +13.7% | +13.4% |
| YTD | -4.2% | +11.0% | -15.3% | -16.1% |
| 1Y | -5.3% | +13.3% | -18.6% | -19.1% |
| 3Y | +38.8% | +73.4% | -34.6% | -28.3% |
| 5Y | +14.2% | +57.4% | -43.2% | -32.6% |
| All | +363.6% | +221.8% | +141.8% | +18.8% |
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