+250.7%
HOOD vs IGV
+29.0%
+221.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | +1.0% |
| 7D | +17.1% | -4.5% | +21.6% | +24.9% |
| 30D | +31.6% | +3.2% | +28.4% | +25.1% |
| 3M | +38.2% | +4.5% | +33.7% | +28.4% |
| 6M | +48.5% | +22.1% | +26.4% | +8.9% |
| YTD | +8.0% | -1.0% | +9.0% | +7.9% |
| 1Y | +18.7% | -2.1% | +20.8% | +23.1% |
| 3Y | +999.1% | +44.6% | +954.5% | +629.1% |
| 5Y | +181.7% | +22.2% | +159.5% | +154.4% |
| All | +250.7% | +29.0% | +221.7% | +177.2% |
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