+357.7%
IGV vs VUG
+424.8%
-67.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.7% |
| 7D | -2.9% | -0.5% | -2.4% | -2.4% |
| 30D | -1.5% | -1.0% | -0.6% | -0.3% |
| 3M | +11.7% | +3.5% | +8.2% | +7.5% |
| 6M | +18.4% | +14.2% | +4.2% | +2.4% |
| YTD | -3.9% | +8.5% | -12.4% | -12.0% |
| 1Y | -9.7% | +12.9% | -22.5% | -20.7% |
| 3Y | +38.4% | +85.6% | -47.2% | -29.8% |
| 5Y | +21.6% | +78.1% | -56.5% | -34.7% |
| All | +357.7% | +424.8% | -67.0% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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