Seen it referenced a few times, some digging around will get you there. Also an angel investor spoke at my university about how they invest, and mentioned returns of 23%/24% annualized if I recall - but this was asterisked with "your portfolio of companies must be greater then 20 - any less and you risk losing everything". And, your money is essentially "locked" for 5-10 years (can only get your cash when there is a liquidity event - if one happens at all)
But given there are many different flavors, sizes, vectors etc of VCs, and given many keep their numbers hush, hush - I wouldn't even know where to look for any kind of "official" numbers on it.
If you add the averages of each category(75x for the last category) in this source, you'll end up with an annualized return of 9.4% over the 10 years mentioned in the image.
That is not far of the average return of the SP500.
Found this: http://www.industryventures.com/2017/02/07/the-venture-capit... And: http://www.angelblog.net/Venture_Capital_Funds_How_the_Math_...
But given there are many different flavors, sizes, vectors etc of VCs, and given many keep their numbers hush, hush - I wouldn't even know where to look for any kind of "official" numbers on it.