+2,545.5%
VRT vs IGV
+177.1%
+2,368.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -8.9% |
| 7D | +2.4% | -1.5% | +3.9% | +3.6% |
| 30D | -2.7% | -3.0% | +0.4% | -0.9% |
| 3M | -9.2% | +9.6% | -18.8% | -17.8% |
| 6M | -0.5% | +16.1% | -16.6% | -17.1% |
| YTD | +62.3% | -3.6% | +66.0% | +58.4% |
| 1Y | +109.6% | -7.8% | +117.4% | +115.5% |
| 3Y | +573.1% | +40.0% | +533.1% | +416.9% |
| 5Y | +953.6% | +21.2% | +932.4% | +760.3% |
| All | +2,545.5% | +177.1% | +2,368.5% | +1,417.4% |
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