+1,020.4%
IGV vs VT
+374.2%
+646.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.5% | +0.4% | -4.9% | -4.9% |
| 30D | +3.2% | +1.0% | +2.2% | +2.3% |
| 3M | +4.5% | +2.4% | +2.1% | +2.1% |
| 6M | +22.1% | +12.0% | +10.1% | +8.7% |
| YTD | -1.0% | +15.3% | -16.4% | -14.4% |
| 1Y | -2.1% | +22.6% | -24.7% | -20.2% |
| 3Y | +44.6% | +74.7% | -30.1% | -15.7% |
| 5Y | +22.2% | +66.1% | -44.0% | -23.4% |
| 10Y | +364.7% | +225.0% | +139.7% | +62.1% |
| All | +1,020.4% | +374.2% | +646.2% | +180.3% |
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