+753.6%
IVV vs VIG
+623.5%
+130.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | +0.1% |
| 7D | +0.1% | -0.4% | +0.6% | +0.6% |
| 30D | +0.1% | -1.0% | +1.0% | +1.1% |
| 3M | +2.0% | +2.8% | -0.8% | -1.0% |
| 6M | +13.0% | +8.2% | +4.8% | +3.7% |
| YTD | +13.6% | +11.0% | +2.6% | +1.3% |
| 1Y | +20.1% | +16.1% | +3.9% | +1.9% |
| 3Y | +77.6% | +56.2% | +21.5% | +9.4% |
| 5Y | +82.5% | +63.0% | +19.5% | +7.8% |
| 10Y | +316.5% | +241.4% | +75.1% | +9.4% |
| All | +753.6% | +623.5% | +130.1% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling