+13,447.0%
GOOG vs IGV
+1,544.2%
+11,902.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.4% |
| 7D | +1.1% | -3.3% | +4.4% | +3.5% |
| 30D | -5.1% | 0.0% | -5.0% | -5.7% |
| 3M | -7.1% | +7.3% | -14.4% | -12.7% |
| 6M | +12.7% | +16.7% | -4.1% | -2.6% |
| YTD | +7.1% | -2.8% | +9.9% | +5.2% |
| 1Y | +43.6% | -6.7% | +50.3% | +45.1% |
| 3Y | +146.8% | +41.1% | +105.6% | +76.3% |
| 5Y | +133.7% | +22.0% | +111.7% | +84.0% |
| 10Y | +773.3% | +357.9% | +415.4% | +137.9% |
| All | +13,447.0% | +1,544.2% | +11,902.8% | +1,168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling