+142.1%
GOOG vs IGV
+38.0%
+104.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -2.5% | -5.4% | +2.9% | 0.0% |
| 30D | -3.6% | -2.6% | -1.0% | -2.8% |
| 3M | -6.4% | +10.5% | -17.0% | -11.3% |
| 6M | +7.8% | +18.2% | -10.4% | -2.6% |
| YTD | +5.5% | -4.2% | +9.7% | +7.9% |
| 1Y | +38.3% | -9.8% | +48.1% | +46.7% |
| All | +142.1% | +38.0% | +104.2% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling