+38.8%
IGV vs VUG
+78.3%
-39.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.7% |
| 7D | +2.3% | +2.5% | -0.2% | -0.2% |
| 30D | -6.0% | -6.3% | +0.3% | +0.5% |
| 3M | -4.8% | -6.0% | +1.2% | +1.6% |
| 6M | +14.2% | -3.5% | +17.8% | +18.7% |
| YTD | -4.2% | +3.9% | -8.2% | -7.7% |
| 1Y | -5.3% | +5.1% | -10.4% | -9.7% |
| 3Y | +38.8% | +77.9% | -39.1% | -23.4% |
| All | +38.8% | +78.3% | -39.5% | -23.4% |
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