+1,855.0%
VRT vs IGV
+173.0%
+1,682.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.2% |
| 7D | -17.7% | -2.3% | -15.4% | -15.7% |
| 30D | -20.0% | -11.0% | -9.0% | -11.7% |
| 3M | -28.1% | -4.5% | -23.6% | -26.1% |
| 6M | -42.8% | +10.1% | -52.9% | -49.2% |
| YTD | +20.0% | -5.1% | +25.0% | +18.1% |
| 1Y | +3.5% | -10.2% | +13.7% | +8.1% |
| 3Y | +366.1% | +37.7% | +328.4% | +260.1% |
| 5Y | +632.2% | +15.7% | +616.5% | +514.0% |
| All | +1,855.0% | +173.0% | +1,682.0% | +1,031.7% |
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