+135.0%
GOOG vs IGV
+19.6%
+115.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | -2.5% | -5.4% | +2.9% | +0.9% |
| 30D | -3.6% | -2.6% | -1.0% | -2.6% |
| 3M | -6.4% | +10.5% | -17.0% | -12.9% |
| 6M | +7.8% | +18.2% | -10.4% | -5.8% |
| YTD | +5.5% | -4.2% | +9.7% | +6.2% |
| 1Y | +38.3% | -9.8% | +48.1% | +45.2% |
| 3Y | +143.1% | +39.1% | +104.0% | +77.8% |
| 5Y | +135.0% | +21.2% | +113.8% | +77.0% |
| All | +135.0% | +19.6% | +115.4% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling