+740.7%
GOOGL vs IGV
+363.9%
+376.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | -2.8% | -5.4% | +2.6% | +1.0% |
| 30D | -3.2% | -2.6% | -0.6% | -2.0% |
| 3M | -6.6% | +10.5% | -17.1% | -13.8% |
| 6M | +8.5% | +18.2% | -9.7% | -6.6% |
| YTD | +6.5% | -4.2% | +10.7% | +6.3% |
| 1Y | +39.4% | -9.8% | +49.2% | +45.5% |
| 3Y | +146.2% | +39.1% | +107.1% | +77.3% |
| 5Y | +138.3% | +21.2% | +117.1% | +87.8% |
| All | +740.7% | +363.9% | +376.8% | +111.2% |
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