+306.5%
IVV vs VUG
+391.5%
-85.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.4% |
| 7D | -2.7% | -3.4% | +0.7% | 0.0% |
| 30D | -5.4% | -11.1% | +5.7% | +3.8% |
| 3M | -4.1% | -7.2% | +3.2% | +1.7% |
| 6M | +0.7% | -4.1% | +4.9% | +3.8% |
| YTD | +8.7% | +1.4% | +7.4% | +6.9% |
| 1Y | +11.0% | +1.9% | +9.1% | +8.6% |
| 3Y | +75.4% | +77.7% | -2.3% | +7.9% |
| 5Y | +68.3% | +57.6% | +10.7% | +13.1% |
| All | +306.5% | +391.5% | -85.0% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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