+41.1%
IGV vs VUG
+88.1%
-46.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.4% |
| 7D | -3.3% | +0.9% | -4.2% | -4.1% |
| 30D | 0.0% | -1.4% | +1.4% | +1.6% |
| 3M | +7.3% | +2.3% | +5.0% | +4.9% |
| 6M | +16.7% | +15.7% | +1.0% | +0.4% |
| YTD | -2.8% | +8.6% | -11.5% | -10.5% |
| 1Y | -6.7% | +14.1% | -20.7% | -18.2% |
| 3Y | +41.1% | +87.9% | -46.8% | -26.5% |
| All | +41.1% | +88.1% | -46.9% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling