+143.8%
GOOGL vs IGV
+38.8%
+105.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | -1.9% | -1.5% | -0.3% | -1.2% |
| 30D | -7.5% | -3.0% | -4.4% | -6.4% |
| 3M | -9.2% | +9.6% | -18.7% | -13.6% |
| 6M | +8.1% | +16.1% | -8.1% | -1.4% |
| YTD | +5.8% | -3.6% | +9.5% | +7.9% |
| 1Y | +38.3% | -7.8% | +46.2% | +44.8% |
| All | +143.8% | +38.8% | +105.0% | +79.8% |
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