+780.7%
GOOG vs IGV
+365.3%
+415.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | 0.0% | -2.9% | +3.0% | +2.1% |
| 30D | -2.0% | -1.5% | -0.4% | -1.6% |
| 3M | -5.9% | +11.7% | -17.5% | -13.8% |
| 6M | +8.9% | +18.4% | -9.5% | -6.4% |
| YTD | +7.1% | -3.9% | +11.0% | +6.7% |
| 1Y | +39.7% | -9.7% | +49.3% | +45.5% |
| 3Y | +145.8% | +38.4% | +107.4% | +78.0% |
| 5Y | +138.6% | +21.6% | +117.0% | +87.7% |
| All | +780.7% | +365.3% | +415.3% | +122.2% |
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