+313.7%
IVV vs VUG
+408.5%
-94.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +0.5% | +0.9% | -0.4% | -0.2% |
| 30D | -1.0% | -1.4% | +0.5% | +0.2% |
| 3M | +3.9% | +2.3% | +1.5% | +1.8% |
| 6M | +14.5% | +15.7% | -1.2% | +1.5% |
| YTD | +12.9% | +8.6% | +4.3% | +5.2% |
| 1Y | +19.4% | +14.1% | +5.3% | +6.8% |
| 3Y | +78.8% | +87.9% | -9.1% | +5.3% |
| 5Y | +82.2% | +76.3% | +5.9% | +11.6% |
| 10Y | +313.7% | +409.7% | -96.0% | -3.4% |
| All | +313.7% | +408.5% | -94.9% | -3.4% |
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