+309.6%
IVV vs VIG
+267.0%
+42.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | -0.1% | -0.3% |
| 7D | +0.1% | +0.4% | -0.3% | -0.3% |
| 30D | -3.3% | +4.3% | -7.6% | -7.6% |
| 3M | -2.4% | +2.0% | -4.4% | -4.5% |
| 6M | +2.6% | +10.2% | -7.6% | -7.6% |
| YTD | +11.3% | +14.8% | -3.5% | -4.1% |
| 1Y | +13.4% | +17.5% | -4.0% | -4.6% |
| 3Y | +80.3% | +67.4% | +12.9% | +3.9% |
| 5Y | +72.7% | +63.4% | +9.3% | +2.6% |
| 10Y | +309.6% | +259.9% | +49.8% | +10.4% |
| All | +309.6% | +267.0% | +42.7% | +10.4% |
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