+313.7%
IVV vs VIG
+240.3%
+73.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.2% |
| 7D | +0.5% | -0.4% | +0.9% | +0.9% |
| 30D | -1.0% | -2.1% | +1.1% | +1.3% |
| 3M | +3.9% | +3.3% | +0.5% | +0.2% |
| 6M | +14.5% | +9.3% | +5.2% | +4.1% |
| YTD | +12.9% | +10.1% | +2.8% | +1.8% |
| 1Y | +19.4% | +14.7% | +4.6% | +3.0% |
| 3Y | +78.8% | +56.9% | +21.9% | +10.5% |
| 5Y | +82.2% | +62.9% | +19.3% | +8.8% |
| 10Y | +313.7% | +241.3% | +72.3% | +16.6% |
| All | +313.7% | +240.3% | +73.3% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling