+78.1%
IVV vs VIG
+67.2%
+10.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +3.5% | -0.9% | -1.2% |
| 30D | -2.0% | +4.9% | -6.9% | -7.0% |
| 3M | -2.8% | +2.5% | -5.3% | -5.4% |
| 6M | +2.2% | +11.0% | -8.9% | -9.0% |
| YTD | +11.5% | +16.0% | -4.4% | -5.3% |
| 1Y | +13.5% | +17.5% | -4.1% | -5.1% |
| 3Y | +78.1% | +67.0% | +11.1% | +2.0% |
| All | +78.1% | +67.2% | +10.9% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling