+973.2%
IGV vs ALL
+1,036.6%
-63.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.7% |
| 7D | -4.5% | 0.0% | -4.5% | -4.5% |
| 30D | +3.2% | -1.5% | +4.7% | +3.6% |
| 3M | +4.5% | +23.6% | -19.1% | -4.3% |
| 6M | +22.1% | +22.3% | -0.2% | +12.0% |
| YTD | -1.0% | +26.5% | -27.6% | -10.9% |
| 1Y | -2.1% | +27.0% | -29.1% | -12.4% |
| 3Y | +44.6% | +149.6% | -105.0% | -3.4% |
| 5Y | +22.2% | +118.1% | -95.9% | -16.3% |
| 10Y | +364.7% | +369.0% | -4.2% | +124.5% |
| All | +973.2% | +1,036.6% | -63.5% | +191.0% |
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