+231.1%
HOOD vs IGV
+25.6%
+205.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -0.6% |
| 7D | +7.7% | -1.5% | +9.3% | +10.7% |
| 30D | +22.0% | -3.0% | +25.0% | +26.6% |
| 3M | +37.6% | +9.6% | +28.0% | +19.5% |
| 6M | +45.3% | +16.1% | +29.2% | +14.7% |
| YTD | +1.9% | -3.6% | +5.6% | +5.8% |
| 1Y | -2.7% | -7.8% | +5.1% | +9.7% |
| 3Y | +973.4% | +40.0% | +933.4% | +644.7% |
| 5Y | +179.3% | +21.2% | +158.1% | +153.0% |
| All | +231.1% | +25.6% | +205.5% | +171.6% |
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