+357.1%
IGV vs ALL
+372.0%
-14.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -2.0% |
| 7D | -2.3% | -0.1% | -2.1% | -2.3% |
| 30D | -11.0% | +13.8% | -24.8% | -14.6% |
| 3M | -4.5% | -2.8% | -1.7% | -4.0% |
| 6M | +10.1% | +23.7% | -13.6% | +1.9% |
| YTD | -5.1% | +27.3% | -32.3% | -13.4% |
| 1Y | -10.2% | +30.5% | -40.8% | -19.0% |
| 3Y | +37.7% | +113.0% | -75.3% | +1.6% |
| 5Y | +15.7% | +157.6% | -141.9% | -23.7% |
| 10Y | +357.1% | +368.4% | -11.3% | +147.9% |
| All | +357.1% | +372.0% | -14.9% | +147.9% |
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