+363.6%
IGV vs ALL
+377.9%
-14.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | +2.3% | +5.0% | -2.7% | +0.8% |
| 30D | -6.0% | +13.3% | -19.3% | -9.7% |
| 3M | -4.8% | +3.2% | -8.0% | -6.0% |
| 6M | +14.2% | +25.3% | -11.1% | +5.3% |
| YTD | -4.2% | +30.5% | -34.7% | -13.3% |
| 1Y | -5.3% | +29.2% | -34.5% | -14.1% |
| 3Y | +38.8% | +119.1% | -80.3% | +1.4% |
| 5Y | +14.2% | +162.6% | -148.4% | -25.1% |
| All | +363.6% | +377.9% | -14.3% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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