+822.6%
VOO vs IGV
+942.7%
-120.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | +0.5% |
| 7D | +0.5% | -3.3% | +3.9% | +2.4% |
| 30D | -0.9% | 0.0% | -0.9% | -1.4% |
| 3M | +3.9% | +7.3% | -3.5% | -1.2% |
| 6M | +14.5% | +16.7% | -2.2% | +2.4% |
| YTD | +13.0% | -2.8% | +15.8% | +11.9% |
| 1Y | +19.4% | -6.7% | +26.1% | +20.9% |
| 3Y | +78.9% | +41.1% | +37.7% | +38.1% |
| 5Y | +82.3% | +22.0% | +60.3% | +49.6% |
| 10Y | +314.2% | +357.9% | -43.7% | +38.9% |
| All | +822.6% | +942.7% | -120.1% | +77.9% |
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