+960.9%
IGV vs VT
+345.0%
+615.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -0.3% |
| 7D | -8.3% | -4.2% | -4.1% | -4.3% |
| 30D | -10.9% | -5.8% | -5.1% | -5.4% |
| 3M | -2.3% | -5.2% | +3.0% | +3.2% |
| 6M | +12.2% | +0.1% | +12.1% | +12.0% |
| YTD | -6.3% | +8.2% | -14.5% | -13.6% |
| 1Y | -11.4% | +10.1% | -21.5% | -19.6% |
| 3Y | +41.5% | +69.7% | -28.1% | -15.0% |
| 5Y | +12.8% | +53.4% | -40.6% | -23.5% |
| 10Y | +354.7% | +219.2% | +135.5% | +62.4% |
| All | +960.9% | +345.0% | +615.9% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling