+364.4%
IGV vs ALL
+359.1%
+5.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -1.5% | -2.2% | +0.7% | -0.8% |
| 30D | -3.0% | -5.6% | +2.5% | -1.4% |
| 3M | +9.6% | +17.2% | -7.7% | +3.7% |
| 6M | +16.1% | +23.2% | -7.1% | +7.8% |
| YTD | -3.6% | +23.6% | -27.2% | -11.0% |
| 1Y | -7.8% | +29.2% | -37.0% | -16.5% |
| 3Y | +40.0% | +153.8% | -113.8% | -3.6% |
| 5Y | +21.2% | +116.1% | -94.9% | -13.5% |
| 10Y | +364.4% | +364.8% | -0.4% | +141.9% |
| All | +364.4% | +359.1% | +5.3% | +141.9% |
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