+25.0%
IVOG vs VT
+53.2%
-28.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | +0.2% |
| 7D | -5.2% | -4.2% | -1.1% | -0.5% |
| 30D | -7.6% | -5.8% | -1.8% | -1.0% |
| 3M | -9.3% | -5.2% | -4.0% | -3.4% |
| 6M | -5.1% | +0.1% | -5.2% | -5.3% |
| YTD | +8.4% | +8.2% | +0.1% | -1.3% |
| 1Y | +9.6% | +10.1% | -0.5% | -2.1% |
| 3Y | +49.1% | +69.7% | -20.5% | -19.0% |
| 5Y | +25.0% | +53.4% | -28.3% | -23.0% |
| All | +25.0% | +53.2% | -28.1% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling