+914.8%
IGV vs ALL
+1,015.8%
-101.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.3% | +1.5% |
| 7D | -5.2% | -1.9% | -3.2% | -4.6% |
| 30D | -10.0% | +13.8% | -23.8% | -14.5% |
| 3M | -0.5% | -7.0% | +6.5% | +1.6% |
| 6M | +12.6% | +18.0% | -5.4% | +4.3% |
| YTD | -6.4% | +24.2% | -30.6% | -15.5% |
| 1Y | -9.5% | +31.2% | -40.7% | -20.2% |
| 3Y | +41.7% | +107.5% | -65.8% | +1.8% |
| 5Y | +12.7% | +144.8% | -132.1% | -26.7% |
| 10Y | +354.1% | +375.8% | -21.7% | +117.0% |
| All | +914.8% | +1,015.8% | -101.0% | +175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling