+717.1%
IVV vs VIG
+630.3%
+86.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | -2.7% | -1.8% | -0.9% | -0.8% |
| 30D | -5.4% | +2.7% | -8.0% | -8.1% |
| 3M | -4.1% | 0.0% | -4.0% | -4.1% |
| 6M | +0.7% | +6.8% | -6.0% | -6.2% |
| YTD | +8.7% | +12.1% | -3.3% | -4.0% |
| 1Y | +11.0% | +14.8% | -3.9% | -4.6% |
| 3Y | +75.4% | +62.4% | +13.0% | +3.4% |
| 5Y | +68.3% | +59.6% | +8.8% | +1.7% |
| 10Y | +315.5% | +261.5% | +54.1% | +2.5% |
| All | +717.1% | +630.3% | +86.8% | -4.9% |
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