+142.9%
HOOD vs IGV
+26.1%
+116.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +1.4% |
| 7D | -3.2% | -1.3% | -2.0% | -1.1% |
| 30D | -22.6% | -8.1% | -14.4% | -12.8% |
| 3M | -10.4% | -1.6% | -8.8% | -9.1% |
| 6M | +4.7% | +12.7% | -8.0% | -13.7% |
| YTD | -25.2% | -3.3% | -22.0% | -23.1% |
| 1Y | -35.9% | -7.9% | -28.0% | -28.7% |
| 3Y | +927.7% | +40.3% | +887.4% | +609.7% |
| 5Y | +147.5% | +17.3% | +130.2% | +125.3% |
| All | +142.9% | +26.1% | +116.8% | +97.4% |
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