+72.4%
IBM vs IGV
+40.9%
+31.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.2% |
| 7D | +0.3% | -3.3% | +3.6% | +2.1% |
| 30D | -1.5% | 0.0% | -1.5% | -1.7% |
| 3M | -16.8% | +7.3% | -24.1% | -20.4% |
| 6M | -9.0% | +16.7% | -25.8% | -16.1% |
| YTD | -20.1% | -2.8% | -17.2% | -21.0% |
| 1Y | -7.0% | -6.7% | -0.3% | -6.8% |
| 3Y | +72.4% | +41.1% | +31.3% | +44.9% |
| All | +72.4% | +40.9% | +31.5% | +44.9% |
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