+317.6%
VOO vs IGV
+365.3%
-47.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.8% | -2.9% | +2.1% | +0.8% |
| 30D | -1.1% | -1.5% | +0.4% | -0.7% |
| 3M | +3.9% | +11.7% | -7.8% | -3.1% |
| 6M | +13.6% | +18.4% | -4.8% | +1.3% |
| YTD | +12.7% | -3.9% | +16.6% | +12.6% |
| 1Y | +17.6% | -9.7% | +27.2% | +21.6% |
| 3Y | +77.3% | +38.4% | +38.9% | +39.7% |
| 5Y | +84.1% | +21.6% | +62.5% | +52.7% |
| All | +317.6% | +365.3% | -47.8% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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