+517.4%
IVOG vs VT
+417.5%
+99.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | +1.0% | -1.6% | +2.6% | +2.7% |
| 30D | -1.8% | -2.5% | +0.7% | +0.8% |
| 3M | -3.2% | -1.3% | -1.9% | -1.8% |
| 6M | +1.0% | +3.1% | -2.1% | -2.0% |
| YTD | +13.8% | +10.9% | +2.9% | +2.5% |
| 1Y | +15.1% | +12.1% | +3.1% | +2.7% |
| 3Y | +56.6% | +73.9% | -17.3% | -9.8% |
| 5Y | +31.5% | +58.0% | -26.5% | -16.1% |
| 10Y | +192.8% | +225.5% | -32.7% | -5.0% |
| All | +517.4% | +417.5% | +99.8% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling