+357.9%
IGV vs B
+186.6%
+171.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.6% |
| 7D | -3.3% | +2.3% | -5.6% | -3.6% |
| 30D | 0.0% | +1.4% | -1.4% | -0.3% |
| 3M | +7.3% | +12.2% | -4.8% | +5.5% |
| 6M | +16.7% | -2.1% | +18.8% | +16.3% |
| YTD | -2.8% | +2.9% | -5.8% | -4.0% |
| 1Y | -6.7% | +55.3% | -62.0% | -12.8% |
| 3Y | +41.1% | +198.7% | -157.6% | +20.0% |
| 5Y | +22.0% | +153.8% | -131.8% | +4.3% |
| 10Y | +357.9% | +193.4% | +164.5% | +294.2% |
| All | +357.9% | +186.6% | +171.4% | +294.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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