+1,256.8%
IGV vs VUG
+1,188.6%
+68.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.7% |
| 7D | +2.3% | +2.5% | -0.2% | -0.4% |
| 30D | -6.0% | -6.3% | +0.3% | +0.7% |
| 3M | -4.8% | -6.0% | +1.2% | +1.8% |
| 6M | +14.2% | -3.5% | +17.8% | +18.7% |
| YTD | -4.2% | +3.9% | -8.2% | -8.1% |
| 1Y | -5.3% | +5.1% | -10.4% | -10.2% |
| 3Y | +38.8% | +77.9% | -39.1% | -25.5% |
| 5Y | +14.2% | +62.4% | -48.2% | -31.6% |
| 10Y | +357.6% | +399.4% | -41.8% | -16.6% |
| All | +1,256.8% | +1,188.6% | +68.2% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling