+929.7%
IGV vs A
+959.4%
-29.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.5% |
| 7D | -2.3% | +1.4% | -3.6% | -2.9% |
| 30D | -11.0% | +4.3% | -15.3% | -12.8% |
| 3M | -4.5% | +19.8% | -24.2% | -12.8% |
| 6M | +10.1% | +54.4% | -44.3% | -12.2% |
| YTD | -5.1% | +31.7% | -36.8% | -18.7% |
| 1Y | -10.2% | +22.4% | -32.7% | -20.5% |
| 3Y | +37.7% | +67.7% | -30.0% | +1.0% |
| 5Y | +15.7% | +15.7% | -0.1% | +0.7% |
| 10Y | +357.1% | +308.7% | +48.4% | +115.3% |
| All | +929.7% | +959.4% | -29.8% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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