+810.9%
VOO vs IGV
+927.8%
-116.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +2.6% | +2.3% | +0.2% | +1.2% |
| 30D | -2.0% | -6.0% | +4.0% | +1.3% |
| 3M | -2.8% | -4.8% | +2.0% | -0.9% |
| 6M | +2.2% | +14.2% | -12.1% | -7.3% |
| YTD | +11.5% | -4.2% | +15.8% | +10.9% |
| 1Y | +13.5% | -5.3% | +18.8% | +13.5% |
| 3Y | +78.1% | +38.8% | +39.3% | +38.3% |
| 5Y | +73.1% | +14.2% | +58.9% | +47.7% |
| 10Y | +310.7% | +357.6% | -46.8% | +37.0% |
| All | +810.9% | +927.8% | -116.9% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling