+357.7%
IGV vs VTR
+99.2%
+258.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | -1.5% | +1.1% | -2.6% | -1.7% |
| 3M | +11.7% | +7.9% | +3.8% | +9.7% |
| 6M | +18.4% | +6.2% | +12.3% | +16.3% |
| YTD | -3.9% | +17.7% | -21.7% | -7.8% |
| 1Y | -9.7% | +32.9% | -42.6% | -15.8% |
| 3Y | +38.4% | +129.7% | -91.3% | +13.3% |
| 5Y | +21.6% | +89.3% | -67.7% | +2.6% |
| All | +357.7% | +99.2% | +258.6% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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